-39.5%
OWL vs RRC
+24.3%
-63.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -3.9% |
| 7D | -11.9% | -1.2% | -10.8% | -12.0% |
| 30D | -13.7% | +3.0% | -16.7% | -13.6% |
| 3M | +12.3% | +7.3% | +5.0% | +12.5% |
| 6M | +15.0% | +3.6% | +11.4% | +14.8% |
| YTD | -25.7% | +19.4% | -45.1% | -26.6% |
| 1Y | -39.5% | +21.4% | -60.9% | -35.9% |
| All | -39.5% | +24.3% | -63.8% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling