+23.6%
OWL vs RPRX
+83.4%
-59.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +1.5% | +3.3% | -1.8% | +0.6% |
| 30D | +13.4% | +17.9% | -4.5% | +8.3% |
| 3M | -21.2% | +19.2% | -40.5% | -25.1% |
| 6M | +4.0% | +31.7% | -27.7% | -4.3% |
| YTD | -29.0% | +82.5% | -111.5% | -41.1% |
| 1Y | -28.4% | +78.4% | -106.9% | -40.2% |
| 3Y | -14.5% | +177.0% | -191.5% | -40.8% |
| 5Y | -21.5% | +86.5% | -107.9% | -33.9% |
| All | +23.6% | +83.4% | -59.8% | +4.5% |
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