-58.4%
OWL vs VG
-44.1%
-14.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.7% | -9.1% | -4.7% |
| 7D | +0.8% | +15.1% | -14.3% | -0.2% |
| 30D | +7.3% | -4.2% | +11.5% | +7.4% |
| 3M | -16.8% | -3.1% | -13.7% | -17.0% |
| 6M | +4.0% | +0.3% | +3.7% | +2.4% |
| YTD | -29.0% | +95.5% | -124.5% | -39.0% |
| 1Y | -29.7% | +64.4% | -94.1% | -37.9% |
| All | -58.4% | -44.1% | -14.4% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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