+29.3%
OWL vs VRSK
-6.0%
+35.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.6% |
| 7D | -11.9% | -7.7% | -4.2% | -9.5% |
| 30D | -13.7% | -2.8% | -10.9% | -12.8% |
| 3M | +12.3% | -3.7% | +16.0% | +12.7% |
| 6M | +15.0% | -12.8% | +27.8% | +19.3% |
| YTD | -25.7% | -21.0% | -4.8% | -20.2% |
| 1Y | -39.5% | -32.5% | -7.0% | -31.2% |
| 3Y | +0.9% | -26.5% | +27.4% | +8.2% |
| 5Y | -16.5% | -11.5% | -5.0% | -23.3% |
| All | +29.3% | -6.0% | +35.3% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling