+1.7%
OWL vs RRX
+5.4%
-3.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.4% | 0.0% |
| 7D | -10.1% | -0.3% | -9.8% | -10.0% |
| 30D | -11.9% | -6.1% | -5.8% | -10.1% |
| 3M | +10.7% | -23.1% | +33.8% | +19.4% |
| 6M | +22.1% | -19.5% | +41.7% | +27.2% |
| YTD | -24.8% | +16.1% | -40.9% | -34.0% |
| 1Y | -39.2% | +12.9% | -52.1% | -46.3% |
| 3Y | +1.7% | +7.9% | -6.2% | -17.5% |
| All | +1.7% | +5.4% | -3.6% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling