-28.4%
RKT vs OWL
+22.7%
-51.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -0.5% |
| 7D | -7.2% | -11.9% | +4.7% | -3.4% |
| 30D | -7.9% | -13.7% | +5.8% | -3.4% |
| 3M | +5.2% | +12.3% | -7.1% | +1.4% |
| 6M | -14.9% | +15.0% | -29.9% | -18.9% |
| YTD | -31.9% | -25.7% | -6.1% | -26.2% |
| 1Y | -36.9% | -39.5% | +2.6% | -27.5% |
| 3Y | +35.7% | +0.9% | +34.8% | +25.0% |
| 5Y | -9.7% | -16.5% | +6.9% | -21.5% |
| All | -28.4% | +22.7% | -51.1% | -28.4% |
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 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