+23.6%
OWL vs OVV
+374.3%
-350.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.6% | -4.9% |
| 7D | +0.8% | +6.5% | -5.7% | -0.9% |
| 30D | +7.3% | -2.7% | +10.0% | +7.7% |
| 3M | -16.8% | +3.1% | -20.0% | -18.1% |
| 6M | +4.0% | +12.8% | -8.8% | -0.9% |
| YTD | -29.0% | +68.1% | -97.1% | -40.6% |
| 1Y | -29.7% | +73.6% | -103.3% | -41.8% |
| 3Y | -13.5% | +57.6% | -71.1% | -27.7% |
| 5Y | -21.5% | +104.5% | -126.0% | -38.4% |
| All | +23.6% | +374.3% | -350.7% | -12.6% |
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