-6.6%
RKT vs OWL
-24.6%
+18.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.3% | -0.7% | -3.2% |
| 7D | -7.5% | +0.8% | -8.3% | -7.9% |
| 30D | +26.6% | +7.3% | +19.3% | +22.6% |
| 3M | -2.4% | -16.8% | +14.4% | +5.1% |
| 6M | -7.4% | +4.0% | -11.4% | -9.1% |
| YTD | -29.2% | -29.0% | -0.2% | -19.8% |
| 1Y | -23.5% | -29.7% | +6.1% | -13.3% |
| 3Y | +73.9% | -13.5% | +87.4% | +56.2% |
| 5Y | -6.6% | -21.5% | +14.8% | -17.4% |
| All | -6.6% | -24.6% | +18.0% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling