-29.7%
OWL vs ROIV
+177.7%
-207.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | -2.2% | +0.6% | -2.9% | -2.4% |
| 30D | +3.7% | +1.0% | +2.7% | +3.3% |
| 3M | +17.5% | +18.3% | -0.8% | +12.8% |
| 6M | +18.5% | +18.3% | +0.2% | +13.1% |
| YTD | -16.3% | +61.0% | -77.3% | -24.9% |
| 1Y | -29.7% | +177.9% | -207.6% | -38.4% |
| All | -29.7% | +177.7% | -207.4% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling