+123.4%
VUG vs OWL
+38.2%
+85.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.1% | -2.2% | +2.1% | +0.5% |
| 30D | -0.3% | +3.7% | -4.0% | -1.5% |
| 3M | -0.7% | +17.5% | -18.2% | -5.6% |
| 6M | +14.6% | +18.5% | -3.9% | +7.8% |
| YTD | +9.0% | -16.3% | +25.4% | +12.8% |
| 1Y | +14.9% | -29.7% | +44.6% | +24.1% |
| 3Y | +86.0% | +14.2% | +71.9% | +70.6% |
| 5Y | +76.7% | +2.5% | +74.2% | +58.0% |
| All | +123.4% | +38.2% | +85.2% | +95.3% |
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 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