-31.9%
OWL vs RBRK
+46.1%
-78.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -11.1% | +4.0% | -5.0% |
| 7D | -5.0% | -20.9% | +15.9% | -0.8% |
| 30D | +9.0% | -15.9% | +25.0% | +12.3% |
| 3M | -12.7% | +24.7% | -37.4% | -18.0% |
| 6M | -4.0% | +85.1% | -89.1% | -18.0% |
| YTD | -29.6% | +38.3% | -67.8% | -39.3% |
| 1Y | -31.9% | +46.2% | -78.1% | -41.0% |
| All | -31.9% | +46.1% | -78.0% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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