-16.5%
OWL vs RNG
-70.1%
+53.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | -11.9% | -9.6% | -2.3% | -9.7% |
| 30D | -13.7% | +8.8% | -22.5% | -15.5% |
| 3M | +12.3% | +78.6% | -66.4% | -4.2% |
| 6M | +15.0% | +70.3% | -55.3% | -1.7% |
| YTD | -25.7% | +140.3% | -166.1% | -43.7% |
| 1Y | -39.5% | +126.6% | -166.1% | -53.6% |
| 3Y | +0.9% | +120.2% | -119.3% | -26.1% |
| 5Y | -16.5% | -68.3% | +51.8% | -14.2% |
| All | -16.5% | -70.1% | +53.6% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling