+97.9%
ROST vs OWL
+9.9%
+87.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.2% |
| 7D | +0.2% | -3.9% | +4.2% | +0.8% |
| 30D | -10.0% | -3.7% | -6.3% | -9.6% |
| 3M | +1.2% | +21.4% | -20.2% | -1.9% |
| 6M | +8.9% | +18.3% | -9.4% | +5.6% |
| YTD | +28.1% | -20.1% | +48.2% | +31.7% |
| 1Y | +53.0% | -32.8% | +85.7% | +61.1% |
| 3Y | +97.9% | +8.6% | +89.3% | +89.0% |
| All | +97.9% | +9.9% | +87.9% | +89.0% |
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