+45.7%
OWL vs RL
+278.2%
-232.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.7% |
| 7D | -2.2% | -0.8% | -1.4% | -1.9% |
| 30D | +3.7% | -7.8% | +11.5% | +7.1% |
| 3M | +17.5% | -4.0% | +21.5% | +18.6% |
| 6M | +18.5% | -1.9% | +20.4% | +17.2% |
| YTD | -16.3% | -0.2% | -16.2% | -18.0% |
| 1Y | -29.7% | +10.7% | -40.4% | -34.7% |
| 3Y | +14.2% | +210.8% | -196.6% | -34.3% |
| 5Y | +2.5% | +238.2% | -235.7% | -44.8% |
| All | +45.7% | +278.2% | -232.5% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling