+39.1%
OWL vs ROKU
-53.4%
+92.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.5% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | -3.7% | +1.5% | -5.1% | -4.0% |
| 3M | +21.4% | +25.7% | -4.3% | +14.2% |
| 6M | +18.3% | +54.5% | -36.1% | +5.8% |
| YTD | -20.1% | +43.2% | -63.3% | -27.5% |
| 1Y | -32.8% | +56.3% | -89.1% | -40.5% |
| 3Y | +8.6% | +86.1% | -77.5% | -13.2% |
| 5Y | -4.5% | -53.6% | +49.1% | -20.2% |
| All | +39.1% | -53.4% | +92.4% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling