-26.6%
OWL vs VCIT
-0.8%
-25.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +1.0% |
| 7D | +10.1% | +0.4% | +9.7% | +8.4% |
| 30D | +18.7% | +2.2% | +16.5% | +10.3% |
| 3M | -6.2% | -1.8% | -4.4% | +0.2% |
| 6M | +9.8% | -1.6% | +11.4% | +16.8% |
| YTD | -24.2% | -1.7% | -22.4% | -19.7% |
| 1Y | -26.6% | -0.8% | -25.7% | -23.4% |
| All | -26.6% | -0.8% | -25.8% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 1y: compounded portfolio wealth divided by compounded VCIT 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…
1y analysis · Full analysis span regression · 6 months rolling