+29.3%
OWL vs RVTY
-16.3%
+45.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.6% | -3.0% |
| 7D | -11.9% | -7.4% | -4.5% | -9.1% |
| 30D | -13.7% | +4.5% | -18.2% | -15.3% |
| 3M | +12.3% | +19.5% | -7.2% | +3.7% |
| 6M | +15.0% | +34.1% | -19.1% | +0.8% |
| YTD | -25.7% | +25.3% | -51.0% | -33.1% |
| 1Y | -39.5% | +47.0% | -86.5% | -49.2% |
| 3Y | +0.9% | +14.1% | -13.2% | -9.7% |
| 5Y | -16.5% | -34.6% | +18.0% | -12.9% |
| All | +29.3% | -16.3% | +45.6% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling