+34.6%
OWL vs OVV
+368.3%
-333.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | -6.4% | -3.8% | -2.6% | -5.4% |
| 30D | -5.0% | +1.3% | -6.3% | -5.4% |
| 3M | +15.4% | +14.3% | +1.1% | +10.4% |
| 6M | +15.5% | +21.1% | -5.6% | +7.8% |
| YTD | -22.7% | +66.0% | -88.7% | -34.7% |
| 1Y | -34.1% | +59.3% | -93.3% | -43.8% |
| 3Y | +5.1% | +47.6% | -42.5% | -10.5% |
| 5Y | -11.5% | +162.0% | -173.4% | -31.7% |
| All | +34.6% | +368.3% | -333.7% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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