+21.8%
VZ vs OWL
-21.6%
+43.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.5% | +1.5% | -0.1% | +1.4% |
| 30D | +4.4% | +13.4% | -9.1% | +3.8% |
| 3M | -2.4% | -21.2% | +18.9% | -1.4% |
| 6M | +1.4% | +4.0% | -2.6% | +1.1% |
| YTD | +21.4% | -29.0% | +50.4% | +23.2% |
| 1Y | +20.3% | -28.4% | +48.7% | +21.9% |
| 3Y | +57.4% | -14.5% | +71.9% | +51.4% |
| All | +21.8% | -21.6% | +43.4% | +13.7% |
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