+29.2%
OWL vs RL
+325.5%
-296.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.4% |
| 7D | -2.1% | -4.4% | +2.2% | -0.1% |
| 30D | +11.6% | +5.6% | +6.0% | +9.0% |
| 3M | -13.8% | -0.6% | -13.1% | -13.7% |
| 6M | +7.8% | +15.5% | -7.6% | -0.1% |
| YTD | -25.8% | +12.3% | -38.1% | -31.0% |
| 1Y | -26.5% | +19.3% | -45.8% | -33.7% |
| 3Y | -9.6% | +255.5% | -265.1% | -51.0% |
| 5Y | -20.8% | +247.1% | -267.9% | -59.4% |
| All | +29.2% | +325.5% | -296.4% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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