-6.1%
RDW vs OWL
-15.1%
+9.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -3.3% |
| 7D | +0.9% | -10.1% | +11.0% | +9.0% |
| 30D | -21.3% | -11.9% | -9.3% | -14.2% |
| 3M | -37.9% | +10.7% | -48.6% | -43.2% |
| 6M | +12.3% | +22.1% | -9.9% | -7.0% |
| YTD | +39.7% | -24.8% | +64.5% | +71.3% |
| 1Y | +25.7% | -39.2% | +64.9% | +80.7% |
| 3Y | +230.8% | +1.7% | +229.1% | +235.8% |
| All | -6.1% | -15.1% | +9.0% | -0.2% |
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 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