-14.5%
OWL vs RPRX
+177.1%
-191.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +1.5% | +3.3% | -1.8% | +1.4% |
| 30D | +13.4% | +17.9% | -4.5% | +12.7% |
| 3M | -21.2% | +19.2% | -40.5% | -21.6% |
| 6M | +4.0% | +31.7% | -27.7% | +3.2% |
| YTD | -29.0% | +82.5% | -111.5% | -30.2% |
| 1Y | -28.4% | +78.4% | -106.9% | -29.5% |
| 3Y | -14.5% | +177.0% | -191.5% | -17.3% |
| All | -14.5% | +177.1% | -191.6% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling