+34.6%
OWL vs VTR
+119.9%
-85.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | -6.4% | -2.9% | -3.5% | -5.3% |
| 30D | -5.0% | -2.8% | -2.2% | -4.1% |
| 3M | +15.4% | +9.0% | +6.4% | +9.9% |
| 6M | +15.5% | +5.0% | +10.5% | +11.3% |
| YTD | -22.7% | +16.9% | -39.6% | -29.4% |
| 1Y | -34.1% | +34.3% | -68.4% | -44.0% |
| 3Y | +5.1% | +131.6% | -126.5% | -34.8% |
| 5Y | -11.5% | +88.0% | -99.5% | -41.3% |
| All | +34.6% | +119.9% | -85.3% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling