-4.5%
OWL vs RCAT
+192.8%
-197.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.9% | -8.4% | -4.8% |
| 7D | -3.9% | +5.4% | -9.3% | -4.3% |
| 30D | -3.7% | -5.6% | +1.9% | -3.4% |
| 3M | +21.4% | -30.2% | +51.6% | +23.9% |
| 6M | +18.3% | -43.4% | +61.7% | +21.1% |
| YTD | -20.1% | +9.6% | -29.8% | -22.9% |
| 1Y | -32.8% | -2.0% | -30.8% | -35.3% |
| 3Y | +8.6% | +825.0% | -816.4% | -10.9% |
| 5Y | -4.5% | +199.8% | -204.3% | -20.5% |
| All | -4.5% | +192.8% | -197.2% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling