+30.9%
OWL vs VNQ
+39.0%
-8.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.5% |
| 7D | -10.1% | -1.3% | -8.9% | -9.0% |
| 30D | -11.9% | -2.6% | -9.3% | -9.6% |
| 3M | +10.7% | -2.0% | +12.7% | +12.6% |
| 6M | +22.1% | +4.3% | +17.8% | +16.5% |
| YTD | -24.8% | +9.2% | -34.0% | -31.4% |
| 1Y | -39.2% | +5.6% | -44.8% | -42.6% |
| 3Y | +1.7% | +30.8% | -29.1% | -23.6% |
| 5Y | -15.5% | +8.0% | -23.5% | -23.3% |
| All | +30.9% | +39.0% | -8.1% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling