-16.9%
OWL vs VRSK
-11.8%
-5.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -10.1% | -5.2% | -5.0% | -8.3% |
| 30D | -11.9% | -2.3% | -9.6% | -11.1% |
| 3M | +10.7% | -2.9% | +13.6% | +10.8% |
| 6M | +22.1% | -12.8% | +34.9% | +27.4% |
| YTD | -24.8% | -20.8% | -4.0% | -18.2% |
| 1Y | -39.2% | -33.2% | -6.0% | -28.7% |
| 3Y | +1.7% | -26.6% | +28.3% | +9.4% |
| All | -16.9% | -11.8% | -5.1% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling