-21.6%
OWL vs RIO
+90.3%
-111.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +1.5% | -0.9% | +2.5% | +2.0% |
| 30D | +13.4% | -9.1% | +22.5% | +18.2% |
| 3M | -21.2% | -13.7% | -7.6% | -16.0% |
| 6M | +4.0% | -24.3% | +28.4% | +17.4% |
| YTD | -29.0% | +8.9% | -37.9% | -33.4% |
| 1Y | -28.4% | +22.7% | -51.1% | -36.8% |
| 3Y | -14.5% | +51.2% | -65.7% | -33.6% |
| All | -21.6% | +90.3% | -111.8% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling