+34.6%
OWL vs RRC
+487.8%
-453.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.1% |
| 7D | -6.4% | -1.7% | -4.6% | -6.0% |
| 30D | -5.0% | +3.6% | -8.6% | -5.7% |
| 3M | +15.4% | +8.8% | +6.6% | +13.0% |
| 6M | +15.5% | +0.8% | +14.7% | +14.5% |
| YTD | -22.7% | +19.0% | -41.6% | -26.4% |
| 1Y | -34.1% | +22.9% | -57.0% | -37.9% |
| 3Y | +5.1% | +32.3% | -27.2% | -2.8% |
| 5Y | -11.5% | +151.6% | -163.0% | -23.9% |
| All | +34.6% | +487.8% | -453.2% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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