-16.9%
OWL vs VEU
+55.0%
-71.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | -0.2% |
| 7D | -10.1% | -1.4% | -8.7% | -8.2% |
| 30D | -11.9% | -0.4% | -11.5% | -11.3% |
| 3M | +10.7% | +2.5% | +8.2% | +7.2% |
| 6M | +22.1% | +11.1% | +11.0% | +4.5% |
| YTD | -24.8% | +16.5% | -41.3% | -40.1% |
| 1Y | -39.2% | +22.9% | -62.1% | -55.3% |
| 3Y | +1.7% | +73.4% | -71.7% | -55.6% |
| All | -16.9% | +55.0% | -71.8% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling