-9.4%
OWL vs ROP
-5.2%
-4.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | +1.1% | +0.2% | +0.9% | +0.9% |
| 30D | +10.0% | +30.3% | -20.3% | -3.9% |
| 3M | -8.7% | +17.8% | -26.4% | -16.0% |
| 6M | +3.1% | +38.9% | -35.7% | -14.4% |
| YTD | -25.6% | +7.6% | -33.3% | -27.8% |
| 1Y | -25.5% | +6.5% | -32.0% | -27.2% |
| 3Y | -9.4% | -6.3% | -3.2% | -0.8% |
| All | -9.4% | -5.2% | -4.2% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling