-8.7%
OWL vs RL
+254.6%
-263.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.8% | -0.2% | +2.9% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | +9.3% | +7.3% | +1.9% | +6.0% |
| 3M | -11.0% | +1.0% | -12.0% | -11.6% |
| 6M | +2.4% | +11.8% | -9.3% | -3.8% |
| YTD | -26.2% | +13.6% | -39.8% | -31.9% |
| 1Y | -27.4% | +24.0% | -51.5% | -36.2% |
| 3Y | -8.7% | +256.6% | -265.3% | -45.0% |
| All | -8.7% | +254.6% | -263.3% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling