-29.9%
OWL vs RY
+40.4%
-70.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.5% |
| 7D | -4.9% | -0.9% | -4.0% | -3.9% |
| 30D | +7.8% | +5.9% | +1.9% | +3.2% |
| 3M | -12.7% | -4.3% | -8.4% | -9.1% |
| 6M | -2.8% | +12.1% | -14.9% | -12.6% |
| YTD | -30.1% | +20.3% | -50.3% | -39.8% |
| All | -29.9% | +40.4% | -70.4% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling