+120.3%
VUG vs OWL
+22.7%
+97.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.4% | +0.6% |
| 7D | -1.9% | -11.9% | +10.0% | +1.6% |
| 30D | -1.6% | -13.7% | +12.2% | +2.3% |
| 3M | +4.4% | +12.3% | -7.9% | +0.4% |
| 6M | +13.2% | +15.0% | -1.8% | +7.2% |
| YTD | +7.5% | -25.7% | +33.2% | +14.8% |
| 1Y | +12.5% | -39.5% | +52.0% | +26.8% |
| 3Y | +86.0% | +0.9% | +85.0% | +76.3% |
| 5Y | +76.5% | -16.5% | +93.0% | +63.4% |
| All | +120.3% | +22.7% | +97.6% | +98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling