+0.5%
OWL vs VICR
+178.2%
-177.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.5% |
| 7D | -11.9% | -0.4% | -11.5% | -11.9% |
| 30D | -13.7% | -15.6% | +1.9% | -12.0% |
| 3M | +12.3% | -35.4% | +47.6% | +17.1% |
| 6M | +15.0% | +1.3% | +13.7% | +7.0% |
| YTD | -25.7% | +62.5% | -88.2% | -38.0% |
| 1Y | -39.5% | +255.5% | -295.0% | -58.3% |
| All | +0.5% | +178.2% | -177.7% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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