-6.2%
OWL vs RAM
-38.6%
+32.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -10.3% | +13.4% | +3.0% |
| 7D | +10.1% | -31.3% | +41.4% | +10.4% |
| 30D | +18.7% | -49.4% | +68.1% | +20.8% |
| 3M | -6.2% | -41.4% | +35.2% | -4.8% |
| All | -6.2% | -38.6% | +32.4% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 3mo: compounded portfolio wealth divided by compounded RAM 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…
3mo analysis · Full analysis span regression · Available span rolling