-21.6%
OWL vs VEU
+47.6%
-69.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +1.5% | +2.1% | -0.6% | -1.3% |
| 30D | +13.4% | -0.9% | +14.4% | +15.1% |
| 3M | -21.2% | -5.4% | -15.9% | -14.8% |
| 6M | +4.0% | -1.8% | +5.8% | +6.9% |
| YTD | -29.0% | +10.9% | -39.9% | -39.4% |
| 1Y | -28.4% | +13.6% | -42.0% | -41.0% |
| 3Y | -14.5% | +69.3% | -83.8% | -61.7% |
| All | -21.6% | +47.6% | -69.1% | -57.9% |
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