-13.1%
OWL vs RMBS
+267.8%
-280.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.5% |
| 7D | -6.4% | +3.5% | -9.8% | -7.3% |
| 30D | -5.0% | -8.6% | +3.6% | -2.9% |
| 3M | +15.4% | -40.3% | +55.7% | +31.6% |
| 6M | +15.5% | -1.0% | +16.5% | +5.9% |
| YTD | -22.7% | -4.6% | -18.1% | -28.9% |
| 1Y | -34.1% | +17.6% | -51.6% | -45.5% |
| 3Y | +5.1% | +58.6% | -53.6% | -29.7% |
| All | -13.1% | +267.8% | -280.9% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling