+224.5%
USO vs OWL
-15.5%
+240.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.0% | +9.6% | +5.8% |
| 7D | +11.5% | -11.9% | +23.4% | +12.1% |
| 30D | +24.1% | -13.7% | +37.8% | +24.9% |
| 3M | +17.9% | +12.3% | +5.7% | +16.4% |
| 6M | +49.6% | +15.0% | +34.6% | +46.7% |
| YTD | +129.0% | -25.7% | +154.7% | +135.9% |
| 1Y | +112.0% | -39.5% | +151.5% | +123.8% |
| 3Y | +102.3% | +0.9% | +101.4% | +97.9% |
| 5Y | +224.5% | -16.5% | +241.1% | +237.4% |
| All | +224.5% | -15.5% | +240.1% | +237.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling