+59.4%
RBLX vs OWL
+0.9%
+58.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.0% |
| 7D | +5.1% | -10.1% | +15.2% | +8.7% |
| 30D | +28.0% | -11.9% | +40.0% | +33.2% |
| 3M | +4.6% | +10.7% | -6.1% | +0.3% |
| 6M | -24.7% | +22.1% | -46.8% | -31.3% |
| YTD | -43.8% | -24.8% | -19.0% | -38.7% |
| 1Y | -65.8% | -39.2% | -26.6% | -59.8% |
| 3Y | +59.4% | +1.7% | +57.6% | +42.2% |
| All | +59.4% | +0.9% | +58.5% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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