+45.7%
OWL vs RCAT
+737.0%
-691.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | -2.2% | -1.4% | -0.8% | -2.2% |
| 30D | +3.7% | -3.3% | +7.0% | +3.8% |
| 3M | +17.5% | -43.2% | +60.7% | +20.3% |
| 6M | +18.5% | -43.2% | +61.7% | +20.4% |
| YTD | -16.3% | +5.5% | -21.9% | -17.9% |
| 1Y | -29.7% | -1.6% | -28.1% | -31.2% |
| 3Y | +14.2% | +773.7% | -759.5% | +1.8% |
| 5Y | +2.5% | +187.6% | -185.1% | -7.7% |
| All | +45.7% | +737.0% | -691.3% | +23.1% |
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