-11.5%
OWL vs RPRX
+77.0%
-88.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -6.4% | -4.0% | -2.4% | -5.2% |
| 30D | -5.0% | +4.9% | -9.9% | -6.3% |
| 3M | +15.4% | +9.4% | +6.1% | +12.1% |
| 6M | +15.5% | +33.3% | -17.8% | +5.5% |
| YTD | -22.7% | +59.0% | -81.6% | -33.4% |
| 1Y | -34.1% | +69.2% | -103.3% | -44.7% |
| 3Y | +5.1% | +124.1% | -119.0% | -22.4% |
| 5Y | -11.5% | +77.9% | -89.3% | -20.6% |
| All | -11.5% | +77.0% | -88.4% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling