+45.7%
OWL vs ROP
-0.1%
+45.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | +1.4% |
| 7D | -2.2% | -4.4% | +2.2% | +0.4% |
| 30D | +3.7% | +3.2% | +0.5% | +1.7% |
| 3M | +17.5% | +23.1% | -5.5% | +2.0% |
| 6M | +18.5% | +13.3% | +5.2% | +8.4% |
| YTD | -16.3% | -7.9% | -8.5% | -12.8% |
| 1Y | -29.7% | -22.1% | -7.7% | -17.9% |
| 3Y | +14.2% | -16.8% | +31.0% | +27.3% |
| 5Y | +2.5% | -13.5% | +16.0% | +3.2% |
| All | +45.7% | -0.1% | +45.8% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling