+28.5%
OWL vs OVV
+342.2%
-313.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | -2.4% | -10.7% | +8.4% | +0.5% |
| 30D | +9.3% | -5.3% | +14.6% | +10.4% |
| 3M | -11.0% | +2.4% | -13.4% | -12.3% |
| 6M | +2.4% | +5.7% | -3.2% | -0.8% |
| YTD | -26.2% | +56.8% | -82.9% | -37.1% |
| 1Y | -27.4% | +59.3% | -86.7% | -38.6% |
| 3Y | -8.7% | +49.0% | -57.7% | -22.5% |
| 5Y | -19.3% | +88.1% | -107.4% | -35.4% |
| All | +28.5% | +342.2% | -313.6% | -7.4% |
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