+180.6%
RCL vs OWL
+17.1%
+163.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | -5.1% | -2.2% | -2.8% | -4.3% |
| 30D | -19.0% | +3.7% | -22.7% | -20.5% |
| 3M | -9.6% | +17.5% | -27.1% | -16.2% |
| 6M | -6.7% | +18.5% | -25.2% | -14.6% |
| YTD | -3.9% | -16.3% | +12.4% | +2.1% |
| 1Y | -25.1% | -29.7% | +4.6% | -14.1% |
| All | +180.6% | +17.1% | +163.5% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling