-39.2%
OWL vs RIO
+69.4%
-108.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.1% |
| 7D | -10.1% | -3.2% | -6.9% | -9.2% |
| 30D | -11.9% | +0.9% | -12.9% | -12.3% |
| 3M | +10.7% | -1.4% | +12.2% | +10.8% |
| 6M | +22.1% | +10.9% | +11.2% | +17.8% |
| YTD | -24.8% | +31.2% | -56.0% | -31.7% |
| 1Y | -39.2% | +67.9% | -107.1% | -49.4% |
| All | -39.2% | +69.4% | -108.6% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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