-4.5%
OWL vs RL
+241.4%
-245.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -3.9% |
| 7D | -3.9% | +1.9% | -5.8% | -4.8% |
| 30D | -3.7% | -12.2% | +8.5% | +2.6% |
| 3M | +21.4% | -6.6% | +28.0% | +24.4% |
| 6M | +18.3% | +3.2% | +15.2% | +13.4% |
| YTD | -20.1% | -1.3% | -18.8% | -21.6% |
| 1Y | -32.8% | +13.6% | -46.4% | -39.2% |
| 3Y | +8.6% | +210.9% | -202.3% | -44.9% |
| 5Y | -4.5% | +246.9% | -251.3% | -56.8% |
| All | -4.5% | +241.4% | -245.9% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling