+381.5%
USO vs OWL
+24.2%
+357.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.3% |
| 7D | +9.1% | -10.1% | +19.2% | +9.7% |
| 30D | +21.7% | -11.9% | +33.6% | +22.4% |
| 3M | +20.2% | +10.7% | +9.5% | +18.9% |
| 6M | +43.4% | +22.1% | +21.2% | +39.8% |
| YTD | +124.0% | -24.8% | +148.8% | +129.9% |
| 1Y | +112.2% | -39.2% | +151.4% | +123.0% |
| 3Y | +97.7% | +1.7% | +95.9% | +93.8% |
| 5Y | +217.4% | -15.5% | +232.9% | +213.9% |
| All | +381.5% | +24.2% | +357.3% | +350.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling