+0.5%
OWL vs VIVK
-100.0%
+100.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -4.0% |
| 7D | -11.9% | -9.5% | -2.4% | -11.8% |
| 30D | -13.7% | -35.1% | +21.4% | -13.3% |
| 3M | +12.3% | -93.4% | +105.6% | +15.2% |
| 6M | +15.0% | -98.0% | +113.0% | +18.3% |
| YTD | -25.7% | -97.9% | +72.1% | -24.7% |
| 1Y | -39.5% | -100.0% | +60.5% | -34.0% |
| All | +0.5% | -100.0% | +100.5% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling