+21.7%
OWL vs ROIV
+288.8%
-267.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -1.6% |
| 7D | -4.9% | +5.3% | -10.3% | -5.7% |
| 30D | +7.8% | +11.9% | -4.1% | +6.0% |
| 3M | -12.7% | +10.7% | -23.4% | -14.4% |
| 6M | -2.8% | +34.9% | -37.7% | -7.9% |
| YTD | -30.1% | +79.2% | -109.2% | -36.7% |
| 1Y | -29.1% | +89.0% | -118.1% | -36.3% |
| 3Y | -12.3% | +337.3% | -349.6% | -30.5% |
| 5Y | -27.5% | +402.3% | -429.9% | -49.4% |
| All | +21.7% | +288.8% | -267.1% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling