+29.3%
OWL vs VYM
+107.5%
-78.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.1% |
| 7D | -11.9% | -1.9% | -10.1% | -9.2% |
| 30D | -13.7% | -2.6% | -11.1% | -9.9% |
| 3M | +12.3% | +3.6% | +8.7% | +6.6% |
| 6M | +15.0% | +8.7% | +6.3% | +1.2% |
| YTD | -25.7% | +14.1% | -39.9% | -39.4% |
| 1Y | -39.5% | +17.8% | -57.3% | -52.9% |
| 3Y | +0.9% | +64.5% | -63.6% | -50.0% |
| 5Y | -16.5% | +77.5% | -94.1% | -59.8% |
| All | +29.3% | +107.5% | -78.2% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling