+30.9%
OWL vs VEU
+75.3%
-44.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | -0.1% |
| 7D | -10.1% | -1.4% | -8.7% | -8.4% |
| 30D | -11.9% | -0.4% | -11.5% | -11.4% |
| 3M | +10.7% | +2.5% | +8.2% | +7.4% |
| 6M | +22.1% | +11.1% | +11.0% | +5.7% |
| YTD | -24.8% | +16.5% | -41.3% | -39.1% |
| 1Y | -39.2% | +22.9% | -62.1% | -54.2% |
| 3Y | +1.7% | +73.4% | -71.7% | -51.9% |
| 5Y | -15.5% | +56.1% | -71.6% | -57.4% |
| All | +30.9% | +75.3% | -44.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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