+45.7%
OWL vs RY
+204.4%
-158.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.1% |
| 7D | -2.2% | +3.1% | -5.4% | -5.0% |
| 30D | +3.7% | -0.3% | +4.0% | +3.8% |
| 3M | +17.5% | +8.7% | +8.9% | +8.5% |
| 6M | +18.5% | +28.5% | -10.0% | -6.4% |
| YTD | -16.3% | +25.1% | -41.4% | -32.3% |
| 1Y | -29.7% | +46.3% | -76.0% | -50.8% |
| 3Y | +14.2% | +154.9% | -140.8% | -52.8% |
| 5Y | +2.5% | +140.3% | -137.8% | -54.2% |
| All | +45.7% | +204.4% | -158.7% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling