-39.5%
OWL vs ROL
-38.5%
-1.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.0% | -4.0% |
| 7D | -11.9% | -3.2% | -8.7% | -12.0% |
| 30D | -13.7% | -6.6% | -7.1% | -14.0% |
| 3M | +12.3% | -27.3% | +39.6% | +10.1% |
| 6M | +15.0% | -38.1% | +53.1% | +11.3% |
| YTD | -25.7% | -41.8% | +16.0% | -28.0% |
| 1Y | -39.5% | -37.8% | -1.7% | -40.4% |
| All | -39.5% | -38.5% | -1.0% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling