+23.6%
OWL vs ROIV
+295.3%
-271.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +1.5% | +1.7% | -0.1% | +1.3% |
| 30D | +13.4% | +17.6% | -4.1% | +10.8% |
| 3M | -21.2% | +9.0% | -30.2% | -22.6% |
| 6M | +4.0% | +35.3% | -31.3% | -1.4% |
| YTD | -29.0% | +82.2% | -111.2% | -35.8% |
| 1Y | -28.4% | +92.3% | -120.7% | -35.9% |
| 3Y | -14.5% | +336.8% | -351.3% | -32.3% |
| 5Y | -21.5% | +370.6% | -392.0% | -45.5% |
| All | +23.6% | +295.3% | -271.7% | -9.1% |
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