+259.6%
RCL vs OWL
+22.7%
+236.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.4% |
| 7D | -2.5% | -11.9% | +9.4% | +3.0% |
| 30D | -15.7% | -13.7% | -2.0% | -10.4% |
| 3M | -3.6% | +12.3% | -15.9% | -9.7% |
| 6M | -8.7% | +15.0% | -23.7% | -16.2% |
| YTD | -6.2% | -25.7% | +19.6% | +4.1% |
| 1Y | -22.9% | -39.5% | +16.6% | -6.7% |
| 3Y | +173.6% | +0.9% | +172.7% | +154.7% |
| 5Y | +226.6% | -16.5% | +243.1% | +198.4% |
| All | +259.6% | +22.7% | +236.9% | +208.2% |
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