+21.7%
OWL vs OVV
+342.3%
-320.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -4.9% | -16.7% | +11.7% | -0.5% |
| 30D | +7.8% | -1.5% | +9.3% | +7.8% |
| 3M | -12.7% | +1.6% | -14.2% | -13.8% |
| 6M | -2.8% | +2.0% | -4.8% | -4.9% |
| YTD | -30.1% | +56.8% | -86.9% | -40.4% |
| 1Y | -29.1% | +64.8% | -93.9% | -40.6% |
| 3Y | -12.3% | +38.3% | -50.5% | -24.2% |
| 5Y | -27.5% | +84.9% | -112.4% | -41.9% |
| All | +21.7% | +342.3% | -320.6% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling