+88.7%
RIG vs OWL
-29.1%
+117.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.9% |
| 7D | +0.9% | -2.2% | +3.1% | +0.7% |
| 30D | +13.8% | +3.7% | +10.1% | +14.1% |
| 3M | -6.4% | +17.5% | -23.9% | -5.4% |
| 6M | -8.2% | +18.5% | -26.7% | -5.4% |
| YTD | +41.6% | -16.3% | +58.0% | +49.8% |
| 1Y | +88.7% | -29.7% | +118.4% | +96.4% |
| All | +88.7% | -29.1% | +117.8% | +96.4% |
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 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