-29.7%
OWL vs VMC
-8.5%
-21.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | -2.2% | -4.3% | +2.1% | -0.7% |
| 30D | +3.7% | -8.2% | +11.9% | +6.9% |
| 3M | +17.5% | -7.0% | +24.6% | +19.9% |
| 6M | +18.5% | -10.8% | +29.3% | +22.1% |
| YTD | -16.3% | -7.4% | -8.9% | -18.0% |
| 1Y | -29.7% | -9.5% | -20.2% | -29.8% |
| All | -29.7% | -8.5% | -21.2% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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