+53.1%
RGTI vs OWL
+33.1%
+20.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.4% | +2.3% |
| 7D | -0.1% | -11.9% | +11.8% | +9.1% |
| 30D | -16.2% | -13.7% | -2.5% | -7.3% |
| 3M | -22.0% | +12.3% | -34.3% | -28.7% |
| 6M | -10.8% | +15.0% | -25.8% | -20.0% |
| YTD | -31.6% | -25.7% | -5.8% | -16.4% |
| 1Y | -6.4% | -39.5% | +33.1% | +31.2% |
| 3Y | +665.7% | +0.9% | +664.7% | +685.1% |
| 5Y | +55.6% | -16.5% | +72.2% | +56.4% |
| All | +53.1% | +33.1% | +20.1% | +52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling