-26.6%
OWL vs VYM
+21.8%
-48.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +0.8% |
| 7D | +10.1% | +1.2% | +9.0% | +7.9% |
| 30D | +18.7% | +5.2% | +13.5% | +8.6% |
| 3M | -6.2% | +0.5% | -6.7% | -6.8% |
| 6M | +9.8% | +7.7% | +2.1% | -2.1% |
| YTD | -24.2% | +17.2% | -41.3% | -40.2% |
| 1Y | -26.6% | +21.7% | -48.2% | -46.9% |
| All | -26.6% | +21.8% | -48.4% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling