+39.1%
OWL vs VIG
+90.9%
-51.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -3.2% |
| 7D | -3.9% | -0.4% | -3.5% | -3.3% |
| 30D | -3.7% | -2.1% | -1.6% | -0.2% |
| 3M | +21.4% | +3.3% | +18.1% | +15.7% |
| 6M | +18.3% | +9.3% | +9.1% | +3.3% |
| YTD | -20.1% | +10.1% | -30.2% | -30.8% |
| 1Y | -32.8% | +14.7% | -47.5% | -45.3% |
| 3Y | +8.6% | +56.9% | -48.4% | -42.7% |
| 5Y | -4.5% | +62.9% | -67.4% | -51.9% |
| All | +39.1% | +90.9% | -51.8% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VIG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling