-25.5%
OWL vs RBA
-3.8%
-21.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +1.1% | +3.2% | -2.1% | +0.1% |
| 30D | +10.0% | +12.0% | -2.0% | +6.1% |
| 3M | -8.7% | +2.9% | -11.5% | -10.2% |
| 6M | +3.1% | -6.3% | +9.4% | +2.2% |
| YTD | -25.6% | -5.9% | -19.8% | -28.0% |
| 1Y | -25.5% | -3.9% | -21.6% | -27.8% |
| All | -25.5% | -3.8% | -21.7% | -27.8% |
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