-46.2%
RBLX vs OWL
-15.1%
-31.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +0.7% |
| 7D | +5.1% | -10.1% | +15.2% | +10.6% |
| 30D | +28.0% | -11.9% | +40.0% | +36.0% |
| 3M | +4.6% | +10.7% | -6.1% | -2.3% |
| 6M | -24.7% | +22.1% | -46.8% | -34.9% |
| YTD | -43.8% | -24.8% | -19.0% | -36.8% |
| 1Y | -65.8% | -39.2% | -26.6% | -57.0% |
| 3Y | +59.4% | +1.7% | +57.6% | +25.9% |
| All | -46.2% | -15.1% | -31.1% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling