+23.6%
OWL vs RJF
+192.7%
-169.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.6% |
| 7D | +1.5% | +3.6% | -2.0% | -1.1% |
| 30D | +13.4% | +7.2% | +6.2% | +7.8% |
| 3M | -21.2% | -6.5% | -14.7% | -17.1% |
| 6M | +4.0% | +10.3% | -6.3% | -3.7% |
| YTD | -29.0% | +6.5% | -35.5% | -32.6% |
| 1Y | -28.4% | +6.1% | -34.5% | -31.8% |
| 3Y | -14.5% | +74.9% | -89.4% | -40.5% |
| 5Y | -21.5% | +81.3% | -102.8% | -45.7% |
| All | +23.6% | +192.7% | -169.1% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling