-26.5%
OWL vs RCAT
-51.9%
+25.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -2.1% | +7.2% | -9.4% | -3.1% |
| 30D | +11.6% | -20.4% | +32.0% | +13.8% |
| 3M | -13.8% | -59.8% | +46.0% | -5.8% |
| 6M | +7.8% | -61.9% | +69.7% | +16.6% |
| YTD | -25.8% | -45.9% | +20.1% | -28.2% |
| 1Y | -26.5% | -50.5% | +24.0% | -28.0% |
| All | -26.5% | -51.9% | +25.4% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling