-19.3%
OWL vs RL
+240.9%
-260.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.8% | -0.2% | +2.5% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | +9.3% | +7.3% | +1.9% | +5.4% |
| 3M | -11.0% | +1.0% | -12.0% | -11.8% |
| 6M | +2.4% | +11.8% | -9.3% | -4.8% |
| YTD | -26.2% | +13.6% | -39.8% | -32.9% |
| 1Y | -27.4% | +24.0% | -51.5% | -37.4% |
| 3Y | -8.7% | +256.6% | -265.3% | -58.7% |
| 5Y | -19.3% | +240.2% | -259.5% | -65.3% |
| All | -19.3% | +240.9% | -260.3% | -65.3% |
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