-16.9%
OWL vs RSG
+89.9%
-106.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.0% |
| 7D | -10.1% | 0.0% | -10.1% | -10.1% |
| 30D | -11.9% | +4.0% | -15.9% | -13.0% |
| 3M | +10.7% | +7.4% | +3.4% | +7.6% |
| 6M | +22.1% | +0.1% | +22.0% | +21.7% |
| YTD | -24.8% | +6.0% | -30.8% | -27.0% |
| 1Y | -39.2% | -3.0% | -36.2% | -38.7% |
| 3Y | +1.7% | +56.5% | -54.7% | -19.0% |
| All | -16.9% | +89.9% | -106.7% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 5y: compounded portfolio wealth divided by compounded RSG 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…
5y analysis · Full analysis span regression · 6 months rolling