+117.0%
ROST vs OWL
+22.7%
+94.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.9% |
| 7D | -2.5% | -11.9% | +9.4% | 0.0% |
| 30D | -10.3% | -13.7% | +3.4% | -7.7% |
| 3M | -2.6% | +12.3% | -14.8% | -5.4% |
| 6M | +6.5% | +15.0% | -8.5% | +2.2% |
| YTD | +25.9% | -25.7% | +51.7% | +32.3% |
| 1Y | +52.3% | -39.5% | +91.8% | +66.6% |
| 3Y | +94.6% | +0.9% | +93.6% | +80.4% |
| 5Y | +111.1% | -16.5% | +127.6% | +91.1% |
| All | +117.0% | +22.7% | +94.3% | +86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling