+0.5%
OWL vs VCLT
+11.3%
-10.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.1% |
| 7D | -11.9% | -1.3% | -10.6% | -11.0% |
| 30D | -13.7% | -1.1% | -12.6% | -12.8% |
| 3M | +12.3% | -3.7% | +15.9% | +15.5% |
| 6M | +15.0% | -4.0% | +19.0% | +18.8% |
| YTD | -25.7% | -3.4% | -22.3% | -23.5% |
| 1Y | -39.5% | -4.1% | -35.4% | -37.4% |
| All | +0.5% | +11.3% | -10.8% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling