-21.6%
OWL vs VIG
+64.4%
-86.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.5% | +3.5% | -1.9% | -4.3% |
| 30D | +13.4% | +4.9% | +8.5% | +4.8% |
| 3M | -21.2% | +2.5% | -23.8% | -24.0% |
| 6M | +4.0% | +11.0% | -7.0% | -12.3% |
| YTD | -29.0% | +16.0% | -45.0% | -44.2% |
| 1Y | -28.4% | +17.5% | -46.0% | -45.1% |
| 3Y | -14.5% | +67.0% | -81.5% | -62.1% |
| All | -21.6% | +64.4% | -86.0% | -65.0% |
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