-10.1%
OWL vs RRC
+50.2%
-60.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.5% |
| 7D | -2.4% | -10.3% | +8.0% | +0.4% |
| 30D | +9.3% | +19.5% | -10.2% | +2.8% |
| 3M | -11.0% | +27.9% | -38.9% | -18.3% |
| 6M | +2.4% | +21.2% | -18.7% | -4.8% |
| YTD | -26.2% | +39.6% | -65.7% | -36.2% |
| 1Y | -27.4% | +31.3% | -58.7% | -35.7% |
| All | -10.1% | +50.2% | -60.2% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling