-25.5%
OWL vs VG
+35.0%
-60.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.8% |
| 7D | +1.1% | -7.7% | +8.8% | +0.6% |
| 30D | +10.0% | -8.8% | +18.8% | +9.5% |
| 3M | -8.7% | -15.6% | +7.0% | -9.3% |
| 6M | +3.1% | +5.2% | -2.1% | +2.6% |
| YTD | -25.6% | +76.9% | -102.5% | -29.7% |
| 1Y | -25.5% | +42.5% | -68.0% | -28.0% |
| All | -25.5% | +35.0% | -60.5% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling