-28.2%
OWL vs OVV
+84.0%
-112.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -4.9% | -16.7% | +11.7% | +0.1% |
| 30D | +7.8% | -1.5% | +9.3% | +7.7% |
| 3M | -12.7% | +1.6% | -14.2% | -14.0% |
| 6M | -2.8% | +2.0% | -4.8% | -5.3% |
| YTD | -30.1% | +56.8% | -86.9% | -42.1% |
| 1Y | -29.1% | +64.8% | -93.9% | -42.5% |
| 3Y | -12.3% | +38.3% | -50.5% | -26.3% |
| All | -28.2% | +84.0% | -112.2% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling