+30.9%
OWL vs VO
+72.1%
-41.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +0.1% |
| 7D | -10.1% | -1.5% | -8.6% | -8.0% |
| 30D | -11.9% | -3.0% | -8.9% | -7.7% |
| 3M | +10.7% | +2.8% | +7.9% | +6.8% |
| 6M | +22.1% | +10.9% | +11.2% | +5.5% |
| YTD | -24.8% | +12.5% | -37.3% | -36.0% |
| 1Y | -39.2% | +12.0% | -51.2% | -47.7% |
| 3Y | +1.7% | +56.3% | -54.5% | -42.5% |
| 5Y | -15.5% | +42.9% | -58.4% | -47.6% |
| All | +30.9% | +72.1% | -41.2% | -25.1% |
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