+45.7%
OWL vs VIG
+92.4%
-46.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | 0.0% |
| 7D | -2.2% | -0.4% | -1.8% | -1.5% |
| 30D | +3.7% | -1.0% | +4.6% | +5.4% |
| 3M | +17.5% | +2.8% | +14.8% | +13.0% |
| 6M | +18.5% | +8.2% | +10.3% | +5.1% |
| YTD | -16.3% | +11.0% | -27.4% | -28.5% |
| 1Y | -29.7% | +16.1% | -45.9% | -44.0% |
| 3Y | +14.2% | +56.2% | -42.0% | -39.4% |
| 5Y | +2.5% | +63.0% | -60.5% | -48.9% |
| All | +45.7% | +92.4% | -46.8% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling