+23.6%
OWL vs VSAT
+90.2%
-66.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.6% |
| 7D | +1.5% | +5.9% | -4.4% | +0.7% |
| 30D | +13.4% | +9.7% | +3.7% | +11.5% |
| 3M | -21.2% | -18.3% | -2.9% | -19.8% |
| 6M | +4.0% | -4.1% | +8.1% | +2.3% |
| YTD | -29.0% | +96.5% | -125.5% | -37.0% |
| 1Y | -28.4% | +89.3% | -117.7% | -36.4% |
| 3Y | -14.5% | +270.1% | -284.6% | -36.4% |
| 5Y | -21.5% | +26.4% | -47.8% | -36.8% |
| All | +23.6% | +90.2% | -66.6% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling