-39.5%
OWL vs ROP
-24.5%
-15.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | -11.9% | -8.0% | -3.9% | -9.3% |
| 30D | -13.7% | -2.7% | -11.0% | -12.8% |
| 3M | +12.3% | +16.6% | -4.3% | +4.7% |
| 6M | +15.0% | +10.4% | +4.6% | +10.0% |
| YTD | -25.7% | -12.1% | -13.6% | -23.4% |
| 1Y | -39.5% | -23.6% | -15.9% | -32.4% |
| All | -39.5% | -24.5% | -15.0% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling