+8.1%
OWL vs RMD
+51.8%
-43.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.2% | -1.3% | -3.7% |
| 7D | -3.9% | -4.5% | +0.5% | -2.8% |
| 30D | -3.7% | +4.6% | -8.3% | -4.6% |
| 3M | +21.4% | +14.8% | +6.6% | +17.3% |
| 6M | +18.3% | -12.1% | +30.4% | +21.7% |
| YTD | -20.1% | -7.5% | -12.6% | -18.9% |
| 1Y | -32.8% | -20.1% | -12.7% | -29.6% |
| All | +8.1% | +51.8% | -43.7% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling