-29.7%
OWL vs RVTY
+67.3%
-97.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.1% |
| 7D | +0.8% | +4.1% | -3.3% | -0.4% |
| 30D | +7.3% | +1.3% | +6.0% | +6.7% |
| 3M | -16.8% | +33.3% | -50.1% | -25.5% |
| 6M | +4.0% | +58.3% | -54.3% | -14.4% |
| YTD | -29.0% | +62.7% | -91.7% | -41.8% |
| 1Y | -29.7% | +67.2% | -96.9% | -42.5% |
| All | -29.7% | +67.3% | -97.0% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling