+700.5%
VLO vs OWL
+38.2%
+662.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +5.2% | -2.2% | +7.5% | +5.6% |
| 30D | +22.6% | +3.7% | +18.9% | +21.7% |
| 3M | +43.8% | +17.5% | +26.3% | +39.4% |
| 6M | +65.7% | +18.5% | +47.2% | +59.4% |
| YTD | +131.1% | -16.3% | +147.4% | +137.1% |
| 1Y | +143.6% | -29.7% | +173.4% | +157.5% |
| 3Y | +201.4% | +14.2% | +187.2% | +189.1% |
| 5Y | +568.9% | +2.5% | +566.4% | +533.4% |
| All | +700.5% | +38.2% | +662.3% | +650.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling