+720.2%
VLO vs OWL
+17.3%
+702.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +9.6% | +1.5% | +8.1% | +9.3% |
| 30D | -17.4% | +13.4% | -30.8% | -19.2% |
| 3M | +10.8% | -21.2% | +32.0% | +14.5% |
| 6M | +56.9% | +4.0% | +52.9% | +54.1% |
| YTD | +136.8% | -29.0% | +165.8% | +148.3% |
| 1Y | +120.7% | -28.4% | +149.1% | +130.7% |
| 3Y | +231.9% | -14.5% | +246.4% | +232.8% |
| 5Y | +479.0% | -21.5% | +500.5% | +463.0% |
| All | +720.2% | +17.3% | +702.9% | +686.1% |
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