-32.8%
OWL vs VLTO
-9.1%
-23.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.7% | -4.2% |
| 7D | -3.9% | -1.6% | -2.4% | -3.4% |
| 30D | -3.7% | -2.9% | -0.8% | -2.7% |
| 3M | +21.4% | +12.7% | +8.7% | +16.0% |
| 6M | +18.3% | +1.6% | +16.8% | +18.5% |
| YTD | -20.1% | -4.0% | -16.1% | -17.7% |
| 1Y | -32.8% | -10.2% | -22.6% | -29.6% |
| All | -32.8% | -9.1% | -23.6% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling