+45.7%
OWL vs OVV
+371.1%
-325.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.3% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | +3.7% | +11.7% | -8.0% | +0.3% |
| 3M | +17.5% | +9.8% | +7.7% | +13.7% |
| 6M | +18.5% | +26.6% | -8.0% | +9.2% |
| YTD | -16.3% | +67.0% | -83.4% | -29.4% |
| 1Y | -29.7% | +55.9% | -85.6% | -39.8% |
| 3Y | +14.2% | +45.5% | -31.3% | -2.4% |
| 5Y | +2.5% | +157.3% | -154.9% | -20.9% |
| All | +45.7% | +371.1% | -325.5% | +3.8% |
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 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