+29.2%
OWL vs OVV
+363.9%
-334.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -1.0% |
| 7D | -2.1% | +1.2% | -3.4% | -2.4% |
| 30D | +11.6% | -2.5% | +14.1% | +11.9% |
| 3M | -13.8% | +0.5% | -14.3% | -14.5% |
| 6M | +7.8% | +8.5% | -0.6% | +3.9% |
| YTD | -25.8% | +64.5% | -90.2% | -37.5% |
| 1Y | -26.5% | +64.7% | -91.2% | -38.3% |
| 3Y | -9.6% | +54.1% | -63.8% | -24.0% |
| 5Y | -20.8% | +95.4% | -116.3% | -37.4% |
| All | +29.2% | +363.9% | -334.7% | -8.1% |
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