+112.0%
ROST vs OWL
-21.6%
+133.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.3% | +1.5% | -1.3% | -0.1% |
| 30D | +0.5% | +13.4% | -13.0% | -2.5% |
| 3M | -5.2% | -21.2% | +16.0% | -0.1% |
| 6M | +9.8% | +4.0% | +5.8% | +7.5% |
| YTD | +29.4% | -29.0% | +58.4% | +38.5% |
| 1Y | +44.4% | -28.4% | +72.8% | +53.7% |
| 3Y | +95.0% | -14.5% | +109.5% | +82.2% |
| All | +112.0% | -21.6% | +133.6% | +116.3% |
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