+45.7%
OWL vs ROIV
+249.3%
-203.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | -2.2% | +0.6% | -2.9% | -2.3% |
| 30D | +3.7% | +1.0% | +2.7% | +3.4% |
| 3M | +17.5% | +18.3% | -0.8% | +14.3% |
| 6M | +18.5% | +18.3% | +0.2% | +15.0% |
| YTD | -16.3% | +61.0% | -77.3% | -22.7% |
| 1Y | -29.7% | +177.9% | -207.6% | -40.3% |
| 3Y | +14.2% | +199.1% | -184.9% | -5.4% |
| 5Y | +2.5% | +250.7% | -248.2% | -22.7% |
| All | +45.7% | +249.3% | -203.6% | +9.5% |
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 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