+30.9%
OWL vs VCLT
-16.2%
+47.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -10.1% | -1.4% | -8.8% | -9.2% |
| 30D | -11.9% | -1.2% | -10.8% | -11.1% |
| 3M | +10.7% | -4.8% | +15.5% | +14.7% |
| 6M | +22.1% | -2.6% | +24.7% | +24.8% |
| YTD | -24.8% | -3.3% | -21.5% | -22.7% |
| 1Y | -39.2% | -4.8% | -34.4% | -36.9% |
| 3Y | +1.7% | +11.5% | -9.8% | -5.4% |
| 5Y | -15.5% | -17.0% | +1.5% | -15.5% |
| All | +30.9% | -16.2% | +47.1% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling