+34.6%
OWL vs RCAT
+713.0%
-678.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -2.9% |
| 7D | -6.4% | -2.3% | -4.1% | -6.3% |
| 30D | -5.0% | -18.7% | +13.7% | -4.1% |
| 3M | +15.4% | -29.3% | +44.7% | +17.0% |
| 6M | +15.5% | -42.3% | +57.8% | +17.2% |
| YTD | -22.7% | +2.5% | -25.2% | -24.0% |
| 1Y | -34.1% | -5.7% | -28.4% | -35.4% |
| 3Y | +5.1% | +764.9% | -759.8% | -6.2% |
| 5Y | -11.5% | +182.3% | -193.8% | -20.2% |
| All | +34.6% | +713.0% | -678.4% | +13.9% |
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