-28.4%
OWL vs ROP
+6.9%
-35.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +1.5% | +0.7% | +0.8% | +1.3% |
| 30D | +13.4% | +28.8% | -15.4% | +4.0% |
| 3M | -21.2% | +21.1% | -42.3% | -26.1% |
| 6M | +4.0% | +52.5% | -48.5% | -11.8% |
| YTD | -29.0% | +8.9% | -37.9% | -34.9% |
| 1Y | -28.4% | +8.2% | -36.7% | -34.0% |
| All | -28.4% | +6.9% | -35.3% | -34.0% |
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