+39.1%
OWL vs VICR
+130.5%
-91.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.5% | -7.0% | -4.9% |
| 7D | -3.9% | +9.8% | -13.8% | -5.5% |
| 30D | -3.7% | -12.6% | +8.9% | -2.0% |
| 3M | +21.4% | -29.7% | +51.1% | +25.8% |
| 6M | +18.3% | +18.8% | -0.5% | +7.2% |
| YTD | -20.1% | +76.4% | -96.5% | -33.9% |
| 1Y | -32.8% | +282.4% | -315.1% | -53.5% |
| 3Y | +8.6% | +206.2% | -197.6% | -26.2% |
| 5Y | -4.5% | +53.9% | -58.4% | -35.1% |
| All | +39.1% | +130.5% | -91.4% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling