+45.7%
OWL vs RMBS
+380.9%
-335.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | +3.7% | -12.2% | +15.9% | +7.1% |
| 3M | +17.5% | -49.5% | +67.1% | +39.3% |
| 6M | +18.5% | -7.1% | +25.7% | +11.6% |
| YTD | -16.3% | -7.0% | -9.3% | -22.0% |
| 1Y | -29.7% | +13.3% | -43.1% | -40.4% |
| 3Y | +14.2% | +49.2% | -35.1% | -19.0% |
| 5Y | +2.5% | +250.0% | -247.5% | -51.4% |
| All | +45.7% | +380.9% | -335.3% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling