+30.9%
OWL vs VIVK
-100.0%
+130.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.4% | +8.6% | +1.3% |
| 7D | -10.1% | -4.4% | -5.8% | -10.1% |
| 30D | -11.9% | -40.8% | +28.9% | -11.6% |
| 3M | +10.7% | -94.1% | +104.9% | +13.0% |
| 6M | +22.1% | -98.2% | +120.3% | +25.0% |
| YTD | -24.8% | -98.0% | +73.2% | -23.8% |
| 1Y | -39.2% | -100.0% | +60.8% | -35.9% |
| 3Y | +1.7% | -100.0% | +101.7% | +6.3% |
| 5Y | -15.5% | -100.0% | +84.5% | -11.8% |
| All | +30.9% | -100.0% | +130.9% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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