-27.2%
OWL vs RY
+41.3%
-68.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.3% | +3.4% |
| 7D | -1.2% | -0.6% | -0.6% | -0.4% |
| 30D | +7.6% | +6.1% | +1.4% | +2.7% |
| 3M | -10.7% | -3.4% | -7.3% | -7.8% |
| 6M | +0.9% | +12.8% | -11.9% | -9.8% |
| YTD | -27.3% | +21.0% | -48.3% | -37.8% |
| 1Y | -27.2% | +40.5% | -67.6% | -46.3% |
| All | -27.2% | +41.3% | -68.5% | -46.3% |
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