+39.7%
RIG vs OWL
-28.0%
+67.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.1% | -10.7% | -7.3% |
| 7D | -18.8% | +10.1% | -28.9% | -17.9% |
| 30D | -1.1% | +18.7% | -19.8% | +0.7% |
| 3M | +4.4% | -6.2% | +10.6% | +4.1% |
| 6M | -20.8% | +9.8% | -30.6% | -19.7% |
| YTD | +32.0% | -24.2% | +56.1% | +41.1% |
| 1Y | +39.7% | -26.6% | +66.3% | +50.0% |
| All | +39.7% | -28.0% | +67.8% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling