+15.0%
OWL vs VYM
+8.4%
+6.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.1% |
| 7D | -11.9% | -1.9% | -10.1% | -9.1% |
| 30D | -13.7% | -2.6% | -11.1% | -9.8% |
| 3M | +12.3% | +3.6% | +8.7% | +8.4% |
| 6M | +15.0% | +8.7% | +6.3% | +7.8% |
| All | +15.0% | +8.4% | +6.6% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling