+113.0%
VUG vs OWL
+17.3%
+95.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.5% | +1.5% | +1.0% | +2.0% |
| 30D | -6.3% | +13.4% | -19.7% | -9.8% |
| 3M | -6.0% | -21.2% | +15.2% | -0.2% |
| 6M | -3.5% | +4.0% | -7.6% | -5.8% |
| YTD | +3.9% | -29.0% | +32.9% | +11.9% |
| 1Y | +5.1% | -28.4% | +33.5% | +12.7% |
| 3Y | +77.9% | -14.5% | +92.4% | +76.5% |
| 5Y | +62.4% | -21.5% | +83.9% | +51.8% |
| All | +113.0% | +17.3% | +95.7% | +93.9% |
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 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