-11.5%
OWL vs RMD
-22.9%
+11.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | -6.4% | -4.7% | -1.6% | -4.8% |
| 30D | -5.0% | +0.2% | -5.2% | -4.9% |
| 3M | +15.4% | +12.0% | +3.4% | +10.6% |
| 6M | +15.5% | -12.5% | +28.0% | +20.5% |
| YTD | -22.7% | -7.9% | -14.7% | -21.0% |
| 1Y | -34.1% | -20.4% | -13.7% | -29.2% |
| 3Y | +5.1% | +53.1% | -48.0% | -16.4% |
| 5Y | -11.5% | -22.1% | +10.7% | -11.7% |
| All | -11.5% | -22.9% | +11.5% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling