+30.9%
OWL vs RMD
+11.4%
+19.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -10.1% | -4.4% | -5.7% | -8.7% |
| 30D | -11.9% | -3.1% | -8.8% | -10.9% |
| 3M | +10.7% | +13.8% | -3.1% | +5.8% |
| 6M | +22.1% | -8.6% | +30.7% | +25.2% |
| YTD | -24.8% | -8.6% | -16.2% | -23.0% |
| 1Y | -39.2% | -19.7% | -19.5% | -35.1% |
| 3Y | +1.7% | +48.4% | -46.6% | -15.9% |
| 5Y | -15.5% | -22.7% | +7.2% | -15.4% |
| All | +30.9% | +11.4% | +19.5% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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