+91.4%
USO vs OWL
-29.1%
+120.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.3% |
| 7D | +9.5% | -2.2% | +11.7% | +9.0% |
| 30D | +23.6% | +3.7% | +19.9% | +24.7% |
| 3M | +3.8% | +17.5% | -13.7% | +7.7% |
| 6M | +55.0% | +18.5% | +36.5% | +63.6% |
| YTD | +105.3% | -16.3% | +121.6% | +119.5% |
| 1Y | +91.4% | -29.7% | +121.1% | +106.5% |
| All | +91.4% | -29.1% | +120.5% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OWL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling