+0.7%
OWL vs VSXY
+37.7%
-36.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.6% |
| 7D | -6.4% | -10.7% | +4.3% | -4.8% |
| 30D | -5.0% | -24.3% | +19.3% | -0.8% |
| 3M | +15.4% | +1.0% | +14.4% | +14.3% |
| 6M | +15.5% | +57.4% | -41.9% | +2.0% |
| YTD | -22.7% | +39.8% | -62.5% | -30.6% |
| 1Y | -34.1% | +196.5% | -230.5% | -50.2% |
| 3Y | +5.1% | +357.2% | -352.2% | -35.3% |
| 5Y | -11.5% | +18.9% | -30.4% | -28.4% |
| All | +0.7% | +37.7% | -36.9% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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