+29.3%
OWL vs VRSN
+40.2%
-10.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.6% | -4.2% |
| 7D | -11.9% | -1.5% | -10.4% | -11.3% |
| 30D | -13.7% | +0.7% | -14.4% | -14.0% |
| 3M | +12.3% | +0.6% | +11.7% | +11.5% |
| 6M | +15.0% | +21.7% | -6.7% | +4.0% |
| YTD | -25.7% | +20.0% | -45.7% | -32.7% |
| 1Y | -39.5% | +3.2% | -42.7% | -41.0% |
| 3Y | +0.9% | +42.4% | -41.5% | -19.4% |
| 5Y | -16.5% | +33.0% | -49.5% | -33.7% |
| All | +29.3% | +40.2% | -10.9% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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