+368.2%
RCL vs OWL
+22.6%
+345.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +0.6% | -2.1% | +2.8% | +1.5% |
| 30D | +19.4% | +11.6% | +7.8% | +13.6% |
| 3M | +9.8% | -13.8% | +23.6% | +16.3% |
| 6M | +28.6% | +7.8% | +20.8% | +22.3% |
| YTD | +22.2% | -25.8% | +48.0% | +35.1% |
| 1Y | +29.7% | -26.5% | +56.2% | +43.3% |
| 3Y | +265.3% | -9.6% | +274.9% | +257.9% |
| 5Y | +301.8% | -20.8% | +322.6% | +267.9% |
| All | +368.2% | +22.6% | +345.6% | +300.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 10y: compounded portfolio wealth divided by compounded OWL 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…
10y analysis · Full analysis span regression · 6 months rolling