+743.0%
VLO vs OWL
+24.2%
+718.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.1% |
| 7D | +5.3% | -10.1% | +15.4% | +7.1% |
| 30D | +18.2% | -11.9% | +30.2% | +20.5% |
| 3M | +53.3% | +10.7% | +42.6% | +50.0% |
| 6M | +70.4% | +22.1% | +48.3% | +62.4% |
| YTD | +143.4% | -24.8% | +168.2% | +153.8% |
| 1Y | +153.0% | -39.2% | +192.2% | +174.3% |
| 3Y | +195.0% | +1.7% | +193.2% | +188.0% |
| 5Y | +618.8% | -15.5% | +634.3% | +594.4% |
| All | +743.0% | +24.2% | +718.8% | +703.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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