+45.7%
OWL vs VSAT
+111.5%
-65.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.0% | -5.8% | -1.4% |
| 7D | -2.2% | +11.8% | -14.0% | -3.7% |
| 30D | +3.7% | -7.0% | +10.7% | +4.4% |
| 3M | +17.5% | +3.3% | +14.2% | +15.7% |
| 6M | +18.5% | +57.4% | -38.9% | +9.5% |
| YTD | -16.3% | +118.6% | -134.9% | -26.3% |
| 1Y | -29.7% | +150.2% | -180.0% | -39.6% |
| 3Y | +14.2% | +160.7% | -146.6% | -9.1% |
| 5Y | +2.5% | +51.2% | -48.7% | -18.0% |
| All | +45.7% | +111.5% | -65.9% | +11.6% |
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