+4.6%
OWL vs VIG
+55.4%
-50.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.2% |
| 7D | -6.4% | -1.2% | -5.2% | -4.3% |
| 30D | -5.0% | -2.8% | -2.2% | +0.3% |
| 3M | +15.4% | +2.5% | +13.0% | +11.1% |
| 6M | +15.5% | +8.1% | +7.4% | +1.2% |
| YTD | -22.7% | +9.6% | -32.2% | -33.5% |
| 1Y | -34.1% | +14.2% | -48.2% | -47.2% |
| All | +4.6% | +55.4% | -50.8% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling