-19.3%
OWL vs VT
+57.4%
-76.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +1.3% |
| 7D | -2.4% | +0.4% | -2.7% | -2.7% |
| 30D | +9.3% | -2.6% | +11.9% | +14.2% |
| 3M | -11.0% | -3.2% | -7.7% | -5.7% |
| 6M | +2.4% | +0.9% | +1.5% | +1.5% |
| YTD | -26.2% | +11.3% | -37.5% | -37.8% |
| 1Y | -27.4% | +14.0% | -41.4% | -41.3% |
| 3Y | -8.7% | +75.8% | -84.5% | -62.7% |
| 5Y | -19.3% | +57.8% | -77.2% | -61.8% |
| All | -19.3% | +57.4% | -76.7% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling