+21.7%
OWL vs RACE
+100.2%
-78.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.1% |
| 7D | -4.9% | +5.1% | -10.0% | -7.3% |
| 30D | +7.8% | +7.7% | +0.1% | +3.9% |
| 3M | -12.7% | +2.2% | -14.8% | -13.5% |
| 6M | -2.8% | +23.8% | -26.6% | -12.9% |
| YTD | -30.1% | +13.9% | -44.0% | -35.3% |
| 1Y | -29.1% | +3.8% | -32.9% | -31.1% |
| 3Y | -12.3% | +28.0% | -40.3% | -31.7% |
| 5Y | -27.5% | +64.9% | -92.5% | -57.8% |
| All | +21.7% | +100.2% | -78.5% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling