-29.7%
OWL vs RVMD
+430.6%
-460.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -2.2% | +1.0% | -3.3% | -2.3% |
| 30D | +3.7% | +6.4% | -2.8% | +3.0% |
| 3M | +17.5% | +34.9% | -17.4% | +13.8% |
| 6M | +18.5% | +107.6% | -89.0% | +10.9% |
| YTD | -16.3% | +163.7% | -180.0% | -20.9% |
| 1Y | -29.7% | +439.2% | -468.9% | -39.4% |
| All | -29.7% | +430.6% | -460.3% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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