-4.5%
OWL vs ROL
-2.9%
-1.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -3.8% |
| 7D | -3.9% | -3.4% | -0.5% | -3.0% |
| 30D | -3.7% | -6.9% | +3.3% | -1.8% |
| 3M | +21.4% | -24.6% | +46.0% | +30.9% |
| 6M | +18.3% | -39.5% | +57.9% | +36.1% |
| YTD | -20.1% | -41.1% | +21.0% | -7.9% |
| 1Y | -32.8% | -37.9% | +5.2% | -24.2% |
| 3Y | +8.6% | +0.8% | +7.8% | -0.8% |
| 5Y | -4.5% | -4.7% | +0.2% | -20.1% |
| All | -4.5% | -2.9% | -1.6% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling