+16.6%
OWL vs RY
+154.9%
-138.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.2% |
| 7D | -2.2% | +3.1% | -5.4% | -4.8% |
| 30D | +3.7% | -0.3% | +4.0% | +3.8% |
| 3M | +17.5% | +8.7% | +8.9% | +9.1% |
| 6M | +18.5% | +28.5% | -10.0% | -4.7% |
| YTD | -16.3% | +25.1% | -41.4% | -31.1% |
| 1Y | -29.7% | +46.3% | -76.0% | -49.4% |
| All | +16.6% | +154.9% | -138.3% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling