-28.2%
OWL vs VT
+53.4%
-81.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -1.1% |
| 7D | -4.9% | -2.3% | -2.6% | -1.1% |
| 30D | +7.8% | -5.0% | +12.7% | +17.2% |
| 3M | -12.7% | -4.9% | -7.8% | -4.9% |
| 6M | -2.8% | -1.5% | -1.3% | +0.2% |
| YTD | -30.1% | +8.5% | -38.6% | -38.6% |
| 1Y | -29.1% | +11.4% | -40.5% | -40.5% |
| 3Y | -12.3% | +70.1% | -82.3% | -62.2% |
| All | -28.2% | +53.4% | -81.6% | -64.4% |
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