+0.5%
OWL vs ROK
+48.6%
-48.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.4% |
| 7D | -11.9% | -1.6% | -10.3% | -11.1% |
| 30D | -13.7% | -5.4% | -8.3% | -11.2% |
| 3M | +12.3% | -4.0% | +16.2% | +13.9% |
| 6M | +15.0% | +13.3% | +1.7% | +5.6% |
| YTD | -25.7% | +9.3% | -35.1% | -30.7% |
| 1Y | -39.5% | +25.8% | -65.3% | -48.1% |
| All | +0.5% | +48.6% | -48.1% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling