-39.2%
OWL vs VIG
+13.0%
-52.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | -0.2% |
| 7D | -10.1% | -1.1% | -9.1% | -8.1% |
| 30D | -11.9% | -2.7% | -9.2% | -6.8% |
| 3M | +10.7% | +2.5% | +8.2% | +6.4% |
| 6M | +22.1% | +9.2% | +12.9% | +6.6% |
| YTD | -24.8% | +9.8% | -34.6% | -34.3% |
| 1Y | -39.2% | +12.4% | -51.6% | -49.6% |
| All | -39.2% | +13.0% | -52.2% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling