+23.6%
OWL vs VO
+74.4%
-50.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -3.0% |
| 7D | +0.8% | +2.9% | -2.1% | -3.3% |
| 30D | +7.3% | +1.0% | +6.3% | +6.3% |
| 3M | -16.8% | -1.7% | -15.1% | -14.1% |
| 6M | +4.0% | +6.7% | -2.7% | -4.4% |
| YTD | -29.0% | +14.0% | -43.0% | -40.4% |
| 1Y | -29.7% | +13.7% | -43.3% | -40.7% |
| 3Y | -13.5% | +65.8% | -79.3% | -54.7% |
| 5Y | -21.5% | +36.6% | -58.1% | -50.7% |
| All | +23.6% | +74.4% | -50.8% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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