+30.9%
OWL vs VYM
+108.9%
-78.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.2% |
| 7D | -10.1% | -0.8% | -9.3% | -8.9% |
| 30D | -11.9% | -2.2% | -9.7% | -8.5% |
| 3M | +10.7% | +3.1% | +7.7% | +6.0% |
| 6M | +22.1% | +9.7% | +12.4% | +5.9% |
| YTD | -24.8% | +14.9% | -39.7% | -39.2% |
| 1Y | -39.2% | +17.6% | -56.8% | -52.5% |
| 3Y | +1.7% | +65.3% | -63.6% | -49.9% |
| 5Y | -15.5% | +78.7% | -94.2% | -59.7% |
| All | +30.9% | +108.9% | -78.0% | -43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling