-16.5%
OWL vs VIG
+61.5%
-78.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.2% |
| 7D | -11.9% | -2.2% | -9.7% | -8.3% |
| 30D | -13.7% | -3.2% | -10.5% | -8.5% |
| 3M | +12.3% | +3.0% | +9.2% | +7.2% |
| 6M | +15.0% | +8.1% | +6.9% | +1.2% |
| YTD | -25.7% | +9.1% | -34.8% | -35.3% |
| 1Y | -39.5% | +12.6% | -52.1% | -50.0% |
| 3Y | +0.9% | +55.4% | -54.5% | -49.1% |
| 5Y | -16.5% | +62.8% | -79.3% | -60.3% |
| All | -16.5% | +61.5% | -78.0% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling