-35.9%
RBLX vs OWL
+37.7%
-73.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.7% |
| 7D | +8.0% | -6.4% | +14.4% | +11.0% |
| 30D | +20.2% | -5.0% | +25.2% | +22.4% |
| 3M | +3.5% | +15.4% | -11.9% | -4.0% |
| 6M | -28.9% | +15.5% | -44.4% | -35.4% |
| YTD | -45.1% | -22.7% | -22.4% | -39.9% |
| 1Y | -66.2% | -34.1% | -32.2% | -60.5% |
| 3Y | +53.5% | +5.1% | +48.4% | +30.8% |
| 5Y | -48.4% | -11.5% | -37.0% | -58.6% |
| All | -35.9% | +37.7% | -73.7% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling