+28.5%
OWL vs RCAT
+350.0%
-321.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +11.4% | -5.8% | +5.0% |
| 7D | -2.4% | +1.1% | -3.5% | -2.6% |
| 30D | +9.3% | -22.0% | +31.3% | +10.4% |
| 3M | -11.0% | -51.1% | +40.2% | -8.0% |
| 6M | +2.4% | -56.6% | +59.0% | +5.7% |
| YTD | -26.2% | -43.3% | +17.1% | -25.5% |
| 1Y | -27.4% | -51.5% | +24.1% | -26.4% |
| 3Y | -8.7% | +411.4% | -420.1% | -16.3% |
| 5Y | -19.3% | +74.4% | -93.7% | -25.3% |
| All | +28.5% | +350.0% | -321.5% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling