-26.6%
OWL vs RRX
+30.0%
-56.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.6% | +6.7% | +3.7% |
| 7D | +10.1% | +7.6% | +2.5% | +8.6% |
| 30D | +18.7% | +7.5% | +11.2% | +17.0% |
| 3M | -6.2% | -21.0% | +14.8% | -2.8% |
| 6M | +9.8% | -18.1% | +27.9% | +11.9% |
| YTD | -24.2% | +24.3% | -48.4% | -32.6% |
| 1Y | -26.6% | +29.3% | -55.9% | -35.7% |
| All | -26.6% | +30.0% | -56.6% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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