-12.3%
OWL vs RBA
+42.3%
-54.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | -4.9% | +4.3% | -9.2% | -6.7% |
| 30D | +7.8% | +16.3% | -8.5% | +0.7% |
| 3M | -12.7% | +1.3% | -14.0% | -13.6% |
| 6M | -2.8% | -11.1% | +8.3% | +0.5% |
| YTD | -30.1% | -8.5% | -21.6% | -29.4% |
| 1Y | -29.1% | -2.1% | -27.0% | -31.0% |
| 3Y | -12.3% | +44.6% | -56.8% | -21.5% |
| All | -12.3% | +42.3% | -54.6% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling