+193.8%
VLO vs OWL
+3.8%
+190.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.1% |
| 7D | +6.2% | -6.4% | +12.6% | +7.3% |
| 30D | +23.5% | -5.0% | +28.5% | +24.3% |
| 3M | +53.9% | +15.4% | +38.4% | +49.6% |
| 6M | +81.7% | +15.5% | +66.2% | +75.2% |
| YTD | +142.5% | -22.7% | +165.1% | +156.4% |
| 1Y | +145.4% | -34.1% | +179.5% | +168.8% |
| All | +193.8% | +3.8% | +190.1% | +193.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling