-11.5%
OWL vs VSAT
+45.0%
-56.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.9% | +3.7% | -2.3% |
| 7D | -6.4% | +3.5% | -9.9% | -6.9% |
| 30D | -5.0% | -14.7% | +9.7% | -3.1% |
| 3M | +15.4% | +13.2% | +2.2% | +12.0% |
| 6M | +15.5% | +57.4% | -41.9% | +6.1% |
| YTD | -22.7% | +110.0% | -132.7% | -32.1% |
| 1Y | -34.1% | +134.4% | -168.5% | -43.4% |
| 3Y | +5.1% | +203.5% | -198.4% | -20.1% |
| 5Y | -11.5% | +47.1% | -58.6% | -28.9% |
| All | -11.5% | +45.0% | -56.4% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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