+379.7%
VRT vs OWL
-12.9%
+392.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +10.5% | +1.5% | +9.0% | +9.5% |
| 30D | -9.3% | +13.4% | -22.8% | -16.4% |
| 3M | -29.6% | -21.2% | -8.4% | -19.7% |
| 6M | -45.4% | +4.0% | -49.4% | -48.0% |
| YTD | +24.8% | -29.0% | +53.8% | +50.5% |
| 1Y | +23.6% | -28.4% | +52.0% | +47.3% |
| 3Y | +379.7% | -14.5% | +394.2% | +515.4% |
| All | +379.7% | -12.9% | +392.5% | +515.4% |
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