+43.4%
RKT vs OWL
+7.2%
+36.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.4% |
| 7D | +6.0% | -3.9% | +9.9% | +7.3% |
| 30D | +0.7% | -3.7% | +4.3% | +1.9% |
| 3M | +11.8% | +21.4% | -9.6% | +6.0% |
| 6M | -7.6% | +18.3% | -26.0% | -12.0% |
| YTD | -28.7% | -20.1% | -8.6% | -24.7% |
| 1Y | -32.6% | -32.8% | +0.2% | -25.8% |
| All | +43.4% | +7.2% | +36.1% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling