+45.7%
OWL vs VMC
+97.1%
-51.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.3% |
| 7D | -2.2% | -4.3% | +2.1% | +0.2% |
| 30D | +3.7% | -8.2% | +11.9% | +8.8% |
| 3M | +17.5% | -7.0% | +24.6% | +21.8% |
| 6M | +18.5% | -10.8% | +29.3% | +25.1% |
| YTD | -16.3% | -7.4% | -8.9% | -14.6% |
| 1Y | -29.7% | -9.5% | -20.2% | -27.3% |
| 3Y | +14.2% | +20.5% | -6.3% | -1.4% |
| 5Y | +2.5% | +51.6% | -49.1% | -23.5% |
| All | +45.7% | +97.1% | -51.5% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling