+511.2%
RKLB vs OWL
+24.2%
+487.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +0.8% |
| 7D | -2.0% | -10.1% | +8.1% | +4.6% |
| 30D | -22.4% | -11.9% | -10.5% | -16.7% |
| 3M | -45.2% | +10.7% | -55.9% | -49.1% |
| 6M | -12.5% | +22.1% | -34.6% | -25.1% |
| YTD | -9.8% | -24.8% | +15.0% | +4.9% |
| 1Y | +30.0% | -39.2% | +69.2% | +72.8% |
| 3Y | +942.2% | +1.7% | +940.5% | +921.4% |
| 5Y | +236.8% | -15.5% | +252.3% | +231.1% |
| All | +511.2% | +24.2% | +487.0% | +488.2% |
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