+45.7%
OWL vs VT
+98.4%
-52.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -2.2% | +0.4% | -2.7% | -2.9% |
| 30D | +3.7% | +1.0% | +2.7% | +2.3% |
| 3M | +17.5% | +2.4% | +15.1% | +13.7% |
| 6M | +18.5% | +12.0% | +6.5% | -0.4% |
| YTD | -16.3% | +15.3% | -31.7% | -32.6% |
| 1Y | -29.7% | +22.6% | -52.3% | -48.4% |
| 3Y | +14.2% | +74.7% | -60.5% | -49.4% |
| 5Y | +2.5% | +66.1% | -63.7% | -53.6% |
| All | +45.7% | +98.4% | -52.8% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling