+0.5%
OWL vs VIAV
+279.3%
-278.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.6% | -3.3% |
| 7D | -11.9% | +11.2% | -23.1% | -13.4% |
| 30D | -13.7% | -2.6% | -11.1% | -13.9% |
| 3M | +12.3% | -20.1% | +32.4% | +14.1% |
| 6M | +15.0% | +25.8% | -10.8% | +4.9% |
| YTD | -25.7% | +109.9% | -135.6% | -41.1% |
| 1Y | -39.5% | +214.3% | -253.8% | -58.4% |
| All | +0.5% | +279.3% | -278.8% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 3y: compounded portfolio wealth divided by compounded VIAV 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…
3y analysis · Full analysis span regression · 6 months rolling