+23.6%
OWL vs VEU
+66.9%
-43.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +1.5% | +2.1% | -0.6% | -1.1% |
| 30D | +13.4% | -0.9% | +14.4% | +15.0% |
| 3M | -21.2% | -5.4% | -15.9% | -15.1% |
| 6M | +4.0% | -1.8% | +5.8% | +6.8% |
| YTD | -29.0% | +10.9% | -39.9% | -38.5% |
| 1Y | -28.4% | +13.6% | -42.0% | -40.0% |
| 3Y | -14.5% | +69.3% | -83.8% | -58.4% |
| 5Y | -21.5% | +48.1% | -69.6% | -57.6% |
| All | +23.6% | +66.9% | -43.3% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling