+28.5%
OWL vs ROIV
+306.7%
-278.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.6% | +1.0% | +4.9% |
| 7D | -2.4% | +13.3% | -15.7% | -4.1% |
| 30D | +9.3% | +14.8% | -5.5% | +7.1% |
| 3M | -11.0% | +11.9% | -22.9% | -12.9% |
| 6M | +2.4% | +42.4% | -40.0% | -3.7% |
| YTD | -26.2% | +87.4% | -113.6% | -33.5% |
| 1Y | -27.4% | +97.2% | -124.7% | -35.3% |
| 3Y | -8.7% | +375.7% | -384.4% | -28.4% |
| 5Y | -19.3% | +379.0% | -398.4% | -44.2% |
| All | +28.5% | +306.7% | -278.2% | -5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling