+45.7%
OWL vs RBA
+29.7%
+16.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -2.2% | -2.9% | +0.7% | -1.3% |
| 30D | +3.7% | -12.3% | +16.0% | +8.1% |
| 3M | +17.5% | -20.5% | +38.0% | +25.7% |
| 6M | +18.5% | -18.5% | +37.1% | +25.4% |
| YTD | -16.3% | -18.2% | +1.9% | -11.8% |
| 1Y | -29.7% | -27.5% | -2.2% | -22.8% |
| 3Y | +14.2% | +38.1% | -23.9% | +4.9% |
| 5Y | +2.5% | +44.8% | -42.3% | -8.0% |
| All | +45.7% | +29.7% | +16.0% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling