+39.1%
OWL vs VIAV
+188.1%
-149.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +11.2% | -15.7% | -6.7% |
| 7D | -3.9% | +11.3% | -15.3% | -6.2% |
| 30D | -3.7% | -1.0% | -2.7% | -4.3% |
| 3M | +21.4% | -20.5% | +41.9% | +24.5% |
| 6M | +18.3% | +39.0% | -20.6% | +2.3% |
| YTD | -20.1% | +117.5% | -137.6% | -40.9% |
| 1Y | -32.8% | +233.8% | -266.5% | -57.9% |
| 3Y | +8.6% | +295.4% | -286.9% | -37.5% |
| 5Y | -4.5% | +134.3% | -138.7% | -35.4% |
| All | +39.1% | +188.1% | -149.0% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling