+110.9%
ROST vs OWL
-12.0%
+122.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.0% |
| 7D | -2.2% | -6.4% | +4.2% | -0.7% |
| 30D | -11.4% | -5.0% | -6.4% | -10.5% |
| 3M | -1.6% | +15.4% | -17.0% | -5.5% |
| 6M | +6.8% | +15.5% | -8.7% | +1.8% |
| YTD | +25.8% | -22.7% | +48.5% | +32.2% |
| 1Y | +52.4% | -34.1% | +86.5% | +65.8% |
| 3Y | +94.4% | +5.1% | +89.3% | +71.1% |
| All | +110.9% | -12.0% | +122.9% | +84.2% |
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 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