+230.8%
RDW vs OWL
+0.9%
+229.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -3.3% |
| 7D | +0.9% | -10.1% | +11.0% | +9.2% |
| 30D | -21.3% | -11.9% | -9.3% | -14.0% |
| 3M | -37.9% | +10.7% | -48.6% | -43.4% |
| 6M | +12.3% | +22.1% | -9.9% | -7.8% |
| YTD | +39.7% | -24.8% | +64.5% | +74.8% |
| 1Y | +25.7% | -39.2% | +64.9% | +86.3% |
| 3Y | +230.8% | +1.7% | +229.1% | +516.2% |
| All | +230.8% | +0.9% | +229.9% | +516.2% |
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 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