+8.6%
OWL vs RVTY
+16.6%
-8.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -3.6% |
| 7D | -3.9% | +0.4% | -4.3% | -4.1% |
| 30D | -3.7% | +10.8% | -14.5% | -7.2% |
| 3M | +21.4% | +26.8% | -5.4% | +10.6% |
| 6M | +18.3% | +39.3% | -21.0% | +3.4% |
| YTD | -20.1% | +31.6% | -51.7% | -28.6% |
| 1Y | -32.8% | +47.7% | -80.5% | -42.5% |
| 3Y | +8.6% | +19.9% | -11.4% | -2.3% |
| All | +8.6% | +16.6% | -8.1% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling