+29.2%
OWL vs RCAT
+329.0%
-299.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -2.1% | +7.2% | -9.4% | -2.6% |
| 30D | +11.6% | -20.4% | +32.0% | +12.6% |
| 3M | -13.8% | -59.8% | +46.0% | -10.1% |
| 6M | +7.8% | -61.9% | +69.7% | +12.0% |
| YTD | -25.8% | -45.9% | +20.1% | -24.9% |
| 1Y | -26.5% | -50.5% | +24.0% | -25.5% |
| 3Y | -9.6% | +387.5% | -397.1% | -17.0% |
| 5Y | -20.8% | +70.9% | -91.7% | -26.5% |
| All | +29.2% | +329.0% | -299.8% | +12.5% |
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