+62.5%
VUG vs OWL
-21.6%
+84.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.5% | +1.5% | +1.0% | +1.9% |
| 30D | -6.3% | +13.4% | -19.7% | -10.4% |
| 3M | -6.0% | -21.2% | +15.2% | +0.9% |
| 6M | -3.5% | +4.0% | -7.6% | -6.3% |
| YTD | +3.9% | -29.0% | +32.9% | +13.7% |
| 1Y | +5.1% | -28.4% | +33.5% | +14.3% |
| 3Y | +77.9% | -14.5% | +92.4% | +71.2% |
| All | +62.5% | -21.6% | +84.1% | +55.5% |
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