+30.9%
OWL vs VIG
+90.4%
-59.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.1% |
| 7D | -10.1% | -1.1% | -9.1% | -8.5% |
| 30D | -11.9% | -2.7% | -9.2% | -7.7% |
| 3M | +10.7% | +2.5% | +8.2% | +6.9% |
| 6M | +22.1% | +9.2% | +12.9% | +6.7% |
| YTD | -24.8% | +9.8% | -34.6% | -34.6% |
| 1Y | -39.2% | +12.4% | -51.6% | -48.9% |
| 3Y | +1.7% | +55.9% | -54.1% | -45.7% |
| 5Y | -15.5% | +63.9% | -79.4% | -57.4% |
| All | +30.9% | +90.4% | -59.5% | -39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling