-29.7%
OWL vs ROK
+29.3%
-59.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.2% |
| 7D | -2.2% | +0.7% | -2.9% | -2.5% |
| 30D | +3.7% | -3.3% | +7.0% | +4.9% |
| 3M | +17.5% | -5.9% | +23.4% | +19.4% |
| 6M | +18.5% | +13.9% | +4.7% | +11.2% |
| YTD | -16.3% | +12.6% | -28.9% | -21.4% |
| 1Y | -29.7% | +28.6% | -58.3% | -39.6% |
| All | -29.7% | +29.3% | -59.1% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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