+603.4%
VLO vs OWL
-3.8%
+607.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.5% | +7.8% | +4.1% |
| 7D | +5.8% | -3.9% | +9.7% | +6.5% |
| 30D | +28.3% | -3.7% | +32.0% | +29.0% |
| 3M | +48.7% | +21.4% | +27.3% | +42.5% |
| 6M | +71.9% | +18.3% | +53.6% | +64.0% |
| YTD | +138.7% | -20.1% | +158.8% | +148.2% |
| 1Y | +148.5% | -32.8% | +181.2% | +167.7% |
| 3Y | +192.7% | +8.6% | +184.1% | +177.2% |
| All | +603.4% | -3.8% | +607.2% | +574.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling