+29.3%
OWL vs ROP
-4.7%
+34.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.7% |
| 7D | -11.9% | -8.0% | -3.9% | -7.4% |
| 30D | -13.7% | -2.7% | -11.0% | -12.2% |
| 3M | +12.3% | +16.6% | -4.3% | +0.8% |
| 6M | +15.0% | +10.4% | +4.6% | +6.8% |
| YTD | -25.7% | -12.1% | -13.6% | -20.3% |
| 1Y | -39.5% | -23.6% | -15.9% | -28.6% |
| 3Y | +0.9% | -19.3% | +20.2% | +14.5% |
| 5Y | -16.5% | -15.4% | -1.2% | -13.8% |
| All | +29.3% | -4.7% | +34.0% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ROP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling