-10.7%
OWL vs RVTY
+90.0%
-100.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | +11.6% | +1.7% | +9.8% | +10.7% |
| 3M | -13.8% | +36.8% | -50.6% | -23.8% |
| 6M | +7.8% | +60.1% | -52.3% | -11.1% |
| YTD | -25.8% | +64.0% | -89.8% | -39.6% |
| 1Y | -26.5% | +68.2% | -94.7% | -40.9% |
| All | -10.7% | +90.0% | -100.7% | -33.6% |
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