-14.5%
OWL vs ROK
+63.3%
-77.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +1.5% | +7.1% | -5.5% | -1.9% |
| 30D | +13.4% | -5.0% | +18.4% | +15.8% |
| 3M | -21.2% | -9.4% | -11.9% | -17.7% |
| 6M | +4.0% | -11.0% | +15.0% | +8.9% |
| YTD | -29.0% | +4.4% | -33.4% | -32.5% |
| 1Y | -28.4% | +7.4% | -35.8% | -33.1% |
| 3Y | -14.5% | +61.0% | -75.5% | -39.6% |
| All | -14.5% | +63.3% | -77.8% | -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 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