+1.7%
OWL vs VRSK
-26.5%
+28.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -10.1% | -5.2% | -5.0% | -9.2% |
| 30D | -11.9% | -2.3% | -9.6% | -11.5% |
| 3M | +10.7% | -2.9% | +13.6% | +10.7% |
| 6M | +22.1% | -12.8% | +34.9% | +24.1% |
| YTD | -24.8% | -20.8% | -4.0% | -22.3% |
| 1Y | -39.2% | -33.2% | -6.0% | -35.6% |
| 3Y | +1.7% | -26.6% | +28.3% | +10.3% |
| All | +1.7% | -26.5% | +28.2% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 3y: compounded portfolio wealth divided by compounded VRSK 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…
3y analysis · Full analysis span regression · 6 months rolling