-21.5%
OWL vs VCIT
+3.6%
-25.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.3% |
| 7D | +0.8% | -1.4% | +2.2% | +3.0% |
| 30D | +7.3% | +0.8% | +6.5% | +6.2% |
| 3M | -16.8% | -1.7% | -15.1% | -14.4% |
| 6M | +4.0% | -2.1% | +6.1% | +7.8% |
| YTD | -29.0% | -2.0% | -27.0% | -26.4% |
| 1Y | -29.7% | -1.5% | -28.2% | -27.6% |
| 3Y | -13.5% | +19.0% | -32.5% | -32.5% |
| 5Y | -21.5% | +3.8% | -25.2% | -34.6% |
| All | -21.5% | +3.6% | -25.0% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling