+45.7%
OWL vs RACE
+97.2%
-51.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.2% |
| 7D | -2.2% | -2.5% | +0.3% | -0.9% |
| 30D | +3.7% | +0.8% | +2.9% | +3.3% |
| 3M | +17.5% | +17.2% | +0.4% | +8.4% |
| 6M | +18.5% | +13.6% | +5.0% | +10.5% |
| YTD | -16.3% | +12.2% | -28.5% | -22.0% |
| 1Y | -29.7% | -16.3% | -13.5% | -24.5% |
| 3Y | +14.2% | +36.4% | -22.3% | -16.0% |
| 5Y | +2.5% | +95.0% | -92.5% | -44.4% |
| All | +45.7% | +97.2% | -51.6% | -21.5% |
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