+231.9%
VLO vs OWL
-12.9%
+244.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -19.1% |
| 3M | +10.8% | -21.2% | +32.0% | +14.6% |
| 6M | +56.9% | +4.0% | +52.9% | +54.1% |
| YTD | +136.8% | -29.0% | +165.8% | +154.0% |
| 1Y | +120.7% | -28.4% | +149.1% | +135.7% |
| 3Y | +231.9% | -14.5% | +246.4% | +204.4% |
| All | +231.9% | -12.9% | +244.8% | +204.4% |
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