+0.5%
OWL vs ROKU
+82.2%
-81.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.2% |
| 7D | -11.9% | -2.6% | -9.3% | -11.3% |
| 30D | -13.7% | +2.1% | -15.8% | -14.2% |
| 3M | +12.3% | +31.8% | -19.5% | +4.1% |
| 6M | +15.0% | +53.3% | -38.3% | +2.5% |
| YTD | -25.7% | +42.1% | -67.8% | -32.8% |
| 1Y | -39.5% | +62.3% | -101.8% | -47.2% |
| All | +0.5% | +82.2% | -81.7% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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