-35.2%
OWL vs VIK
+225.1%
-260.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | +0.1% | +0.7% |
| 7D | -10.1% | -0.9% | -9.2% | -9.8% |
| 30D | -11.9% | -18.4% | +6.5% | -3.5% |
| 3M | +10.7% | -8.8% | +19.5% | +14.4% |
| 6M | +22.1% | +17.1% | +5.0% | +9.7% |
| YTD | -24.8% | +19.0% | -43.8% | -33.4% |
| 1Y | -39.2% | +30.1% | -69.3% | -49.0% |
| All | -35.2% | +225.1% | -260.3% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling