-11.5%
OWL vs RBA
+39.8%
-51.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -6.4% | -1.9% | -4.5% | -5.7% |
| 30D | -5.0% | -13.0% | +8.0% | -0.1% |
| 3M | +15.4% | -23.1% | +38.5% | +25.9% |
| 6M | +15.5% | -22.6% | +38.1% | +25.4% |
| YTD | -22.7% | -20.4% | -2.3% | -17.2% |
| 1Y | -34.1% | -29.6% | -4.5% | -25.9% |
| 3Y | +5.1% | +26.6% | -21.5% | -2.7% |
| 5Y | -11.5% | +38.2% | -49.6% | -22.3% |
| All | -11.5% | +39.8% | -51.3% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling