+26.6%
OWL vs RL
+331.6%
-305.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | -1.2% | +1.3% | -2.5% | -1.6% |
| 30D | +7.6% | +7.6% | 0.0% | +4.2% |
| 3M | -10.7% | -1.5% | -9.2% | -10.3% |
| 6M | +0.9% | +12.1% | -11.2% | -5.3% |
| YTD | -27.3% | +13.9% | -41.2% | -32.9% |
| 1Y | -27.2% | +20.7% | -47.8% | -34.6% |
| 3Y | -11.4% | +260.6% | -272.0% | -52.3% |
| 5Y | -20.0% | +248.9% | -268.8% | -59.3% |
| All | +26.6% | +331.6% | -305.0% | -39.8% |
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