-26.6%
OWL vs VCLT
-3.2%
-23.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +1.2% |
| 7D | +10.1% | +0.4% | +9.7% | +9.3% |
| 30D | +18.7% | +3.9% | +14.8% | +10.5% |
| 3M | -6.2% | -1.9% | -4.2% | -2.4% |
| 6M | +9.8% | -2.6% | +12.4% | +15.2% |
| YTD | -24.2% | -3.1% | -21.1% | -19.5% |
| 1Y | -26.6% | -3.6% | -23.0% | -21.7% |
| All | -26.6% | -3.2% | -23.3% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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