+29.2%
OWL vs ROL
+13.6%
+15.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | +11.6% | +20.6% | -9.0% | +6.4% |
| 3M | -13.8% | +4.5% | -18.3% | -15.0% |
| 6M | +7.8% | -26.5% | +34.4% | +15.6% |
| YTD | -25.8% | -34.8% | +9.0% | -18.3% |
| 1Y | -26.5% | -33.2% | +6.7% | -19.7% |
| 3Y | -9.6% | +4.5% | -14.1% | -15.4% |
| 5Y | -20.8% | +15.5% | -36.4% | -30.5% |
| All | +29.2% | +13.6% | +15.6% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling