+136.1%
RIG vs OWL
+32.0%
+104.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.2% |
| 7D | -2.7% | -3.9% | +1.2% | -1.6% |
| 30D | +9.5% | -3.7% | +13.2% | +10.2% |
| 3M | -6.6% | +21.4% | -28.0% | -13.0% |
| 6M | -2.9% | +18.3% | -21.2% | -10.5% |
| YTD | +39.5% | -20.1% | +59.6% | +46.5% |
| 1Y | +82.3% | -32.8% | +115.1% | +101.8% |
| 3Y | -29.6% | +8.6% | -38.1% | -34.3% |
| 5Y | +63.2% | -4.5% | +67.6% | +49.8% |
| All | +136.1% | +32.0% | +104.1% | +129.3% |
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