-14.5%
OWL vs OVV
+58.8%
-73.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +1.5% | +8.0% | -6.5% | -0.8% |
| 30D | +13.4% | -2.0% | +15.5% | +13.5% |
| 3M | -21.2% | +5.4% | -26.7% | -23.3% |
| 6M | +4.0% | +14.3% | -10.3% | -2.6% |
| YTD | -29.0% | +69.4% | -98.4% | -45.1% |
| 1Y | -28.4% | +72.4% | -100.8% | -45.3% |
| 3Y | -14.5% | +58.4% | -72.9% | -35.8% |
| All | -14.5% | +58.8% | -73.3% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling