+88.9%
RSP vs OWL
+27.7%
+61.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.3% |
| 7D | -1.8% | -6.4% | +4.6% | -0.5% |
| 30D | -2.5% | -5.0% | +2.5% | -1.7% |
| 3M | +3.0% | +15.4% | -12.4% | -0.6% |
| 6M | +8.9% | +15.5% | -6.6% | +4.4% |
| YTD | +13.0% | -22.7% | +35.6% | +17.9% |
| 1Y | +16.2% | -34.1% | +50.3% | +25.0% |
| 3Y | +52.7% | +5.1% | +47.6% | +44.4% |
| 5Y | +50.5% | -11.5% | +61.9% | +39.2% |
| All | +88.9% | +27.7% | +61.2% | +70.8% |
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