+30.9%
OWL vs RNG
-80.3%
+111.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -10.1% | -6.1% | -4.0% | -8.8% |
| 30D | -11.9% | +9.6% | -21.5% | -13.8% |
| 3M | +10.7% | +83.3% | -72.6% | -5.1% |
| 6M | +22.1% | +77.9% | -55.8% | +4.3% |
| YTD | -24.8% | +139.9% | -164.7% | -41.9% |
| 1Y | -39.2% | +121.7% | -160.9% | -52.2% |
| 3Y | +1.7% | +121.9% | -120.1% | -23.9% |
| 5Y | -15.5% | -68.4% | +52.9% | -18.1% |
| All | +30.9% | -80.3% | +111.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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