+34.6%
OWL vs RBA
+26.3%
+8.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -6.4% | -1.9% | -4.5% | -5.8% |
| 30D | -5.0% | -13.0% | +8.0% | -0.7% |
| 3M | +15.4% | -23.1% | +38.5% | +24.8% |
| 6M | +15.5% | -22.6% | +38.1% | +24.4% |
| YTD | -22.7% | -20.4% | -2.3% | -17.7% |
| 1Y | -34.1% | -29.6% | -4.5% | -26.8% |
| 3Y | +5.1% | +26.6% | -21.5% | -1.1% |
| 5Y | -11.5% | +38.2% | -49.6% | -19.7% |
| All | +34.6% | +26.3% | +8.4% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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