+45.7%
OWL vs VFC
-81.6%
+127.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -1.4% |
| 7D | -2.2% | -1.6% | -0.6% | -1.8% |
| 30D | +3.7% | -11.6% | +15.3% | +7.3% |
| 3M | +17.5% | -18.1% | +35.6% | +23.1% |
| 6M | +18.5% | -27.4% | +45.9% | +28.0% |
| YTD | -16.3% | -24.8% | +8.5% | -10.9% |
| 1Y | -29.7% | -8.2% | -21.5% | -29.9% |
| 3Y | +14.2% | -29.1% | +43.3% | +13.2% |
| 5Y | +2.5% | -79.2% | +81.7% | +32.7% |
| All | +45.7% | -81.6% | +127.3% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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