-39.2%
OWL vs RVMD
+375.0%
-414.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -10.1% | -3.0% | -7.2% | -9.9% |
| 30D | -11.9% | -0.7% | -11.2% | -11.9% |
| 3M | +10.7% | +36.5% | -25.8% | +6.9% |
| 6M | +22.1% | +104.6% | -82.5% | +14.2% |
| YTD | -24.8% | +155.8% | -180.6% | -28.8% |
| 1Y | -39.2% | +340.7% | -379.9% | -49.2% |
| All | -39.2% | +375.0% | -414.2% | -49.2% |
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