+23.6%
OWL vs RCAT
+280.0%
-256.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | +1.5% | -5.9% | +7.5% | +1.8% |
| 30D | +13.4% | -19.7% | +33.1% | +14.4% |
| 3M | -21.2% | -62.9% | +41.6% | -17.5% |
| 6M | +4.0% | -59.6% | +63.6% | +7.9% |
| YTD | -29.0% | -52.1% | +23.1% | -27.7% |
| 1Y | -28.4% | -50.9% | +22.5% | -27.4% |
| 3Y | -14.5% | +333.8% | -348.3% | -21.0% |
| 5Y | -21.5% | +40.7% | -62.2% | -26.6% |
| All | +23.6% | +280.0% | -256.4% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling