+4.6%
OWL vs RIO
+95.3%
-90.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -6.4% | +1.0% | -7.3% | -6.7% |
| 30D | -5.0% | +4.0% | -9.0% | -6.6% |
| 3M | +15.4% | +4.5% | +10.9% | +13.0% |
| 6M | +15.5% | +17.3% | -1.9% | +7.4% |
| YTD | -22.7% | +36.2% | -58.8% | -32.9% |
| 1Y | -34.1% | +76.1% | -110.2% | -49.2% |
| All | +4.6% | +95.3% | -90.6% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling