+30.9%
OWL vs VEEV
+0.7%
+30.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -10.1% | -4.6% | -5.5% | -8.6% |
| 30D | -11.9% | +8.6% | -20.6% | -14.7% |
| 3M | +10.7% | +62.4% | -51.7% | -7.4% |
| 6M | +22.1% | +40.3% | -18.1% | +7.1% |
| YTD | -24.8% | +17.5% | -42.4% | -30.0% |
| 1Y | -39.2% | -6.1% | -33.1% | -39.0% |
| 3Y | +1.7% | +16.7% | -14.9% | -8.6% |
| 5Y | -15.5% | -13.3% | -2.1% | -26.1% |
| All | +30.9% | +0.7% | +30.2% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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