+30.9%
OWL vs VTRS
+19.2%
+11.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.0% |
| 7D | -10.1% | -2.2% | -7.9% | -9.5% |
| 30D | -11.9% | +3.3% | -15.2% | -12.9% |
| 3M | +10.7% | +2.0% | +8.7% | +9.7% |
| 6M | +22.1% | +19.9% | +2.2% | +14.4% |
| YTD | -24.8% | +35.7% | -60.5% | -32.5% |
| 1Y | -39.2% | +68.1% | -107.3% | -49.3% |
| 3Y | +1.7% | +87.1% | -85.3% | -21.9% |
| 5Y | -15.5% | +47.6% | -63.1% | -34.3% |
| All | +30.9% | +19.2% | +11.7% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling