-16.9%
OWL vs VICR
+57.6%
-74.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.2% | -9.9% | -0.7% |
| 7D | -10.1% | +5.0% | -15.1% | -11.0% |
| 30D | -11.9% | -12.5% | +0.5% | -10.4% |
| 3M | +10.7% | -33.6% | +44.3% | +16.0% |
| 6M | +22.1% | +10.7% | +11.5% | +12.0% |
| YTD | -24.8% | +80.6% | -105.4% | -38.4% |
| 1Y | -39.2% | +288.4% | -327.6% | -58.5% |
| 3Y | +1.7% | +213.8% | -212.0% | -32.1% |
| All | -16.9% | +57.6% | -74.5% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling