-39.2%
OWL vs RNG
+128.1%
-167.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -10.1% | -6.1% | -4.0% | -9.4% |
| 30D | -11.9% | +9.6% | -21.5% | -12.9% |
| 3M | +10.7% | +83.3% | -72.6% | +2.4% |
| 6M | +22.1% | +77.9% | -55.8% | +13.2% |
| YTD | -24.8% | +139.9% | -164.7% | -33.4% |
| 1Y | -39.2% | +121.7% | -160.9% | -46.4% |
| All | -39.2% | +128.1% | -167.3% | -46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling