+45.7%
OWL vs VCIT
+4.1%
+41.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -2.2% | -0.3% | -1.9% | -1.8% |
| 30D | +3.7% | -0.8% | +4.4% | +4.9% |
| 3M | +17.5% | -1.0% | +18.5% | +19.4% |
| 6M | +18.5% | -1.8% | +20.4% | +22.0% |
| YTD | -16.3% | -0.7% | -15.6% | -15.2% |
| 1Y | -29.7% | +1.0% | -30.7% | -30.2% |
| 3Y | +14.2% | +18.8% | -4.7% | -9.3% |
| 5Y | +2.5% | +3.5% | -1.0% | -15.6% |
| All | +45.7% | +4.1% | +41.6% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling