+112.2%
USO vs OWL
-38.6%
+150.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -1.9% |
| 7D | +9.1% | -10.1% | +19.2% | +6.7% |
| 30D | +21.7% | -11.9% | +33.6% | +18.7% |
| 3M | +20.2% | +10.7% | +9.5% | +23.0% |
| 6M | +43.4% | +22.1% | +21.2% | +49.2% |
| YTD | +124.0% | -24.8% | +148.8% | +133.8% |
| 1Y | +112.2% | -39.2% | +151.4% | +123.5% |
| All | +112.2% | -38.6% | +150.8% | +123.5% |
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