+132.4%
RIG vs OWL
+24.2%
+108.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -2.1% |
| 7D | -3.1% | -10.1% | +7.1% | -0.1% |
| 30D | -0.5% | -11.9% | +11.4% | +2.9% |
| 3M | -6.0% | +10.7% | -16.7% | -9.9% |
| 6M | -10.1% | +22.1% | -32.3% | -18.4% |
| YTD | +37.3% | -24.8% | +62.1% | +46.7% |
| 1Y | +73.9% | -39.2% | +113.1% | +99.0% |
| 3Y | -30.2% | +1.7% | -31.9% | -33.6% |
| 5Y | +62.5% | -15.5% | +78.0% | +50.9% |
| All | +132.4% | +24.2% | +108.2% | +129.6% |
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