-39.5%
OWL vs RGEN
+39.1%
-78.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.9% |
| 7D | -11.9% | -2.9% | -9.0% | -11.2% |
| 30D | -13.7% | -0.1% | -13.7% | -13.7% |
| 3M | +12.3% | +25.9% | -13.7% | +4.8% |
| 6M | +15.0% | +35.2% | -20.2% | +4.5% |
| YTD | -25.7% | +0.5% | -26.2% | -29.1% |
| 1Y | -39.5% | +37.0% | -76.5% | -40.9% |
| All | -39.5% | +39.1% | -78.6% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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