+30.9%
OWL vs RJF
+200.0%
-169.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | -10.1% | -2.7% | -7.4% | -8.2% |
| 30D | -11.9% | -4.3% | -7.7% | -8.9% |
| 3M | +10.7% | +15.7% | -5.0% | -1.0% |
| 6M | +22.1% | +17.8% | +4.3% | +7.7% |
| YTD | -24.8% | +9.2% | -34.0% | -29.9% |
| 1Y | -39.2% | +2.8% | -42.0% | -40.5% |
| 3Y | +1.7% | +69.5% | -67.7% | -28.2% |
| 5Y | -15.5% | +105.9% | -121.4% | -43.1% |
| All | +30.9% | +200.0% | -169.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling