-32.8%
OWL vs ROIV
+221.6%
-254.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +18.8% | -23.3% | -7.0% |
| 7D | -3.9% | +20.2% | -24.1% | -6.7% |
| 30D | -3.7% | +14.1% | -17.8% | -5.6% |
| 3M | +21.4% | +45.6% | -24.2% | +12.5% |
| 6M | +18.3% | +44.1% | -25.8% | +9.3% |
| YTD | -20.1% | +91.2% | -111.3% | -30.3% |
| 1Y | -32.8% | +221.3% | -254.1% | -43.5% |
| All | -32.8% | +221.6% | -254.3% | -43.5% |
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