+23.6%
OWL vs VT
+91.6%
-68.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.4% |
| 7D | +0.8% | +2.9% | -2.1% | -3.4% |
| 30D | +7.3% | -2.5% | +9.8% | +11.8% |
| 3M | -16.8% | -3.3% | -13.5% | -12.1% |
| 6M | +4.0% | +1.5% | +2.5% | +2.2% |
| YTD | -29.0% | +11.4% | -40.4% | -39.5% |
| 1Y | -29.7% | +11.9% | -41.6% | -40.5% |
| 3Y | -13.5% | +73.9% | -87.4% | -61.2% |
| 5Y | -21.5% | +57.9% | -79.3% | -61.9% |
| All | +23.6% | +91.6% | -68.0% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling