+13.7%
OWL vs RCAT
+762.9%
-749.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.6% |
| 7D | -2.2% | -1.4% | -0.8% | -2.1% |
| 30D | +3.7% | -3.3% | +7.0% | +3.8% |
| 3M | +17.5% | -43.2% | +60.7% | +22.3% |
| 6M | +18.5% | -43.2% | +61.7% | +21.6% |
| YTD | -16.3% | +5.5% | -21.9% | -19.4% |
| 1Y | -29.7% | -1.6% | -28.1% | -32.7% |
| All | +13.7% | +762.9% | -749.2% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling