-13.1%
OWL vs ROK
+46.4%
-59.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | -6.4% | +0.2% | -6.5% | -6.4% |
| 30D | -5.0% | -1.8% | -3.2% | -4.0% |
| 3M | +15.4% | -7.2% | +22.6% | +19.6% |
| 6M | +15.5% | +14.2% | +1.3% | +4.9% |
| YTD | -22.7% | +10.6% | -33.2% | -28.7% |
| 1Y | -34.1% | +25.9% | -60.0% | -44.1% |
| 3Y | +5.1% | +50.8% | -45.7% | -23.4% |
| All | -13.1% | +46.4% | -59.5% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling