+39.1%
OWL vs RACE
+95.3%
-56.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.0% |
| 7D | -3.9% | -1.0% | -2.9% | -3.4% |
| 30D | -3.7% | -1.5% | -2.1% | -2.9% |
| 3M | +21.4% | +15.5% | +5.9% | +12.8% |
| 6M | +18.3% | +17.3% | +1.1% | +8.5% |
| YTD | -20.1% | +11.1% | -31.2% | -25.1% |
| 1Y | -32.8% | -14.3% | -18.5% | -28.8% |
| 3Y | +8.6% | +40.2% | -31.6% | -21.9% |
| 5Y | -4.5% | +92.6% | -97.0% | -47.9% |
| All | +39.1% | +95.3% | -56.2% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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