+29.3%
OWL vs RPRX
+55.0%
-25.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -0.9% | -3.1% |
| 7D | -11.9% | -8.0% | -3.9% | -9.7% |
| 30D | -13.7% | +2.1% | -15.8% | -14.2% |
| 3M | +12.3% | +8.2% | +4.1% | +9.4% |
| 6M | +15.0% | +28.9% | -13.9% | +6.2% |
| YTD | -25.7% | +54.1% | -79.9% | -35.3% |
| 1Y | -39.5% | +65.5% | -105.0% | -48.8% |
| 3Y | +0.9% | +117.3% | -116.4% | -24.0% |
| 5Y | -16.5% | +71.6% | -88.1% | -28.0% |
| All | +29.3% | +55.0% | -25.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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