+45.7%
OWL vs RPRX
+68.7%
-23.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -2.2% | +5.1% | -7.4% | -3.6% |
| 30D | +3.7% | +11.2% | -7.5% | +0.5% |
| 3M | +17.5% | +16.7% | +0.8% | +12.0% |
| 6M | +18.5% | +36.0% | -17.5% | +7.7% |
| YTD | -16.3% | +67.8% | -84.1% | -29.0% |
| 1Y | -29.7% | +76.7% | -106.4% | -41.6% |
| 3Y | +14.2% | +128.1% | -114.0% | -14.7% |
| 5Y | +2.5% | +82.9% | -80.4% | -13.2% |
| All | +45.7% | +68.7% | -23.0% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling