+39.1%
OWL vs RY
+202.1%
-163.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.8% | -3.8% | -3.8% |
| 7D | -3.9% | +2.7% | -6.7% | -6.3% |
| 30D | -3.7% | -1.0% | -2.7% | -2.9% |
| 3M | +21.4% | +7.6% | +13.7% | +13.1% |
| 6M | +18.3% | +29.5% | -11.1% | -7.2% |
| YTD | -20.1% | +24.2% | -44.3% | -34.8% |
| 1Y | -32.8% | +46.4% | -79.2% | -53.0% |
| 3Y | +8.6% | +159.4% | -150.9% | -55.9% |
| 5Y | -4.5% | +141.8% | -146.3% | -57.0% |
| All | +39.1% | +202.1% | -163.0% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RY 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling