+39.1%
OWL vs VIVK
-100.0%
+139.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.7% | -12.2% | -4.6% |
| 7D | -3.9% | +13.1% | -17.0% | -4.1% |
| 30D | -3.7% | -29.7% | +26.0% | -3.4% |
| 3M | +21.4% | -93.0% | +114.4% | +23.7% |
| 6M | +18.3% | -98.0% | +116.3% | +21.0% |
| YTD | -20.1% | -97.8% | +77.7% | -19.1% |
| 1Y | -32.8% | -100.0% | +67.2% | -29.1% |
| 3Y | +8.6% | -100.0% | +108.5% | +13.3% |
| 5Y | -4.5% | -100.0% | +95.5% | -0.4% |
| All | +39.1% | -100.0% | +139.1% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling