+39.1%
OWL vs RJF
+205.3%
-166.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -3.8% |
| 7D | -3.9% | +1.8% | -5.7% | -5.2% |
| 30D | -3.7% | 0.0% | -3.7% | -3.7% |
| 3M | +21.4% | +18.0% | +3.4% | +6.9% |
| 6M | +18.3% | +17.0% | +1.4% | +5.0% |
| YTD | -20.1% | +11.1% | -31.2% | -26.6% |
| 1Y | -32.8% | +8.0% | -40.7% | -36.6% |
| 3Y | +8.6% | +73.3% | -64.7% | -24.7% |
| 5Y | -4.5% | +107.4% | -111.9% | -36.6% |
| All | +39.1% | +205.3% | -166.3% | -8.5% |
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