+1.7%
OWL vs RVMD
+537.4%
-535.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -10.1% | -3.0% | -7.2% | -9.7% |
| 30D | -11.9% | -0.7% | -11.2% | -11.9% |
| 3M | +10.7% | +36.5% | -25.8% | +5.5% |
| 6M | +22.1% | +104.6% | -82.5% | +9.3% |
| YTD | -24.8% | +155.8% | -180.6% | -35.4% |
| 1Y | -39.2% | +340.7% | -379.9% | -52.7% |
| 3Y | +1.7% | +519.9% | -518.2% | -21.6% |
| All | +1.7% | +537.4% | -535.6% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling