+238.8%
RCL vs OWL
-3.7%
+242.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.3% | +2.0% |
| 7D | -0.5% | -3.9% | +3.5% | +1.5% |
| 30D | -17.3% | -3.7% | -13.7% | -16.2% |
| 3M | -2.8% | +21.4% | -24.2% | -13.3% |
| 6M | -4.4% | +18.3% | -22.7% | -14.8% |
| YTD | -4.2% | -20.1% | +15.9% | +4.3% |
| 1Y | -23.4% | -32.8% | +9.4% | -9.4% |
| 3Y | +179.4% | +8.6% | +170.8% | +134.8% |
| 5Y | +238.8% | -4.5% | +243.2% | +177.6% |
| All | +238.8% | -3.7% | +242.5% | +177.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling