+34.6%
OWL vs RSG
+152.0%
-117.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | -5.0% | +3.7% | -8.7% | -6.1% |
| 3M | +15.4% | +6.2% | +9.3% | +12.7% |
| 6M | +15.5% | -2.8% | +18.3% | +16.4% |
| YTD | -22.7% | +5.9% | -28.6% | -24.8% |
| 1Y | -34.1% | -1.8% | -32.3% | -34.0% |
| 3Y | +5.1% | +57.5% | -52.4% | -14.6% |
| 5Y | -11.5% | +91.1% | -102.5% | -33.4% |
| All | +34.6% | +152.0% | -117.4% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling