+54.2%
RGTI vs OWL
+34.7%
+19.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | -0.2% |
| 7D | +0.5% | -10.1% | +10.6% | +8.1% |
| 30D | -17.1% | -11.9% | -5.2% | -9.6% |
| 3M | -26.0% | +10.7% | -36.7% | -31.7% |
| 6M | -9.9% | +22.1% | -32.0% | -22.5% |
| YTD | -31.1% | -24.8% | -6.3% | -16.6% |
| 1Y | -8.5% | -39.2% | +30.7% | +27.7% |
| 3Y | +652.2% | +1.7% | +650.5% | +666.3% |
| 5Y | +56.8% | -15.5% | +72.3% | +56.1% |
| All | +54.2% | +34.7% | +19.5% | +52.1% |
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