+69.7%
VT vs OWL
-13.0%
+82.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.1% | +3.1% | -2.6% |
| 7D | -4.2% | -5.0% | +0.8% | -3.2% |
| 30D | -5.8% | +9.0% | -14.8% | -7.6% |
| 3M | -5.2% | -12.7% | +7.5% | -3.0% |
| 6M | +0.1% | -4.0% | +4.2% | +0.1% |
| YTD | +8.2% | -29.6% | +37.8% | +15.2% |
| 1Y | +10.1% | -31.9% | +42.1% | +17.9% |
| All | +69.7% | -13.0% | +82.7% | +65.3% |
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