-16.9%
OWL vs VTR
+87.5%
-104.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -10.1% | -0.3% | -9.8% | -10.0% |
| 30D | -11.9% | +1.1% | -13.0% | -12.4% |
| 3M | +10.7% | +7.9% | +2.8% | +5.5% |
| 6M | +22.1% | +6.2% | +16.0% | +16.6% |
| YTD | -24.8% | +17.7% | -42.5% | -32.2% |
| 1Y | -39.2% | +32.9% | -72.1% | -49.0% |
| 3Y | +1.7% | +129.7% | -127.9% | -40.6% |
| All | -16.9% | +87.5% | -104.4% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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