-10.7%
OWL vs VLTO
+54.8%
-65.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -4.9% | +5.4% | -10.3% | -7.4% |
| 30D | +7.8% | +22.3% | -14.5% | -3.0% |
| 3M | -12.7% | +19.6% | -32.3% | -20.4% |
| 6M | -2.8% | +35.2% | -38.0% | -17.6% |
| YTD | -30.1% | +17.9% | -47.9% | -35.8% |
| 1Y | -29.1% | +19.5% | -48.6% | -35.6% |
| 3Y | -12.3% | +73.9% | -86.2% | -28.7% |
| All | -10.7% | +54.8% | -65.5% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling