-11.5%
OWL vs VRSN
+30.8%
-42.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -4.0% |
| 7D | -6.4% | -1.0% | -5.3% | -5.9% |
| 30D | -5.0% | -1.9% | -3.1% | -4.2% |
| 3M | +15.4% | +1.4% | +14.0% | +14.2% |
| 6M | +15.5% | +19.0% | -3.6% | +5.1% |
| YTD | -22.7% | +19.2% | -41.9% | -30.1% |
| 1Y | -34.1% | +1.7% | -35.7% | -35.3% |
| 3Y | +5.1% | +41.4% | -36.4% | -17.1% |
| 5Y | -11.5% | +31.7% | -43.1% | -28.5% |
| All | -11.5% | +30.8% | -42.2% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling