-34.1%
OWL vs RBA
-29.1%
-5.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.3% |
| 3M | +15.4% | -23.1% | +38.5% | +22.9% |
| 6M | +15.5% | -22.6% | +38.1% | +22.7% |
| YTD | -22.7% | -20.4% | -2.3% | -19.9% |
| 1Y | -34.1% | -29.6% | -4.5% | -26.4% |
| All | -34.1% | -29.1% | -5.0% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling