+29.3%
OWL vs VTRS
+18.3%
+11.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.7% |
| 7D | -11.9% | -3.3% | -8.6% | -10.9% |
| 30D | -13.7% | +1.4% | -15.1% | -14.1% |
| 3M | +12.3% | +4.6% | +7.6% | +10.3% |
| 6M | +15.0% | +18.1% | -3.1% | +8.3% |
| YTD | -25.7% | +34.7% | -60.4% | -33.2% |
| 1Y | -39.5% | +65.6% | -105.1% | -49.4% |
| 3Y | +0.9% | +83.8% | -82.9% | -22.0% |
| 5Y | -16.5% | +46.5% | -63.0% | -35.0% |
| All | +29.3% | +18.3% | +11.0% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling