+21.7%
OWL vs RY
+192.6%
-170.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.5% |
| 7D | -4.9% | -0.9% | -4.0% | -4.0% |
| 30D | +7.8% | +5.9% | +1.9% | +2.5% |
| 3M | -12.7% | -4.3% | -8.4% | -9.0% |
| 6M | -2.8% | +12.1% | -14.9% | -12.6% |
| YTD | -30.1% | +20.3% | -50.3% | -41.1% |
| 1Y | -29.1% | +41.0% | -70.1% | -48.6% |
| 3Y | -12.3% | +157.5% | -169.8% | -64.1% |
| 5Y | -27.5% | +123.2% | -150.7% | -66.0% |
| All | +21.7% | +192.6% | -170.9% | -49.0% |
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