+30.9%
OWL vs RMBS
+389.4%
-358.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.7% |
| 7D | -10.1% | +1.8% | -11.9% | -10.6% |
| 30D | -11.9% | -13.9% | +2.0% | -8.5% |
| 3M | +10.7% | -39.8% | +50.5% | +25.3% |
| 6M | +22.1% | -6.0% | +28.1% | +14.7% |
| YTD | -24.8% | -5.4% | -19.5% | -30.2% |
| 1Y | -39.2% | -1.8% | -37.4% | -45.5% |
| 3Y | +1.7% | +53.7% | -51.9% | -28.4% |
| 5Y | -15.5% | +268.5% | -284.0% | -60.1% |
| All | +30.9% | +389.4% | -358.5% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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