+34.6%
OWL vs ROL
+1.4%
+33.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.9% |
| 7D | -6.4% | -3.3% | -3.1% | -5.6% |
| 30D | -5.0% | -7.2% | +2.2% | -3.3% |
| 3M | +15.4% | -27.0% | +42.4% | +24.2% |
| 6M | +15.5% | -39.5% | +55.0% | +30.3% |
| YTD | -22.7% | -41.8% | +19.1% | -12.2% |
| 1Y | -34.1% | -38.9% | +4.8% | -26.5% |
| 3Y | +5.1% | -0.4% | +5.5% | -1.0% |
| 5Y | -11.5% | -4.2% | -7.3% | -20.0% |
| All | +34.6% | +1.4% | +33.2% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling