+61.0%
RSP vs OWL
-13.7%
+74.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -1.0% | -4.9% | +3.9% | -0.1% |
| 30D | +2.6% | +7.8% | -5.2% | +1.0% |
| 3M | -0.8% | -12.7% | +11.9% | +1.4% |
| 6M | +6.3% | -2.8% | +9.1% | +6.0% |
| YTD | +14.1% | -30.1% | +44.2% | +21.8% |
| 1Y | +18.0% | -29.1% | +47.1% | +25.2% |
| 3Y | +61.0% | -12.3% | +73.3% | +57.0% |
| All | +61.0% | -13.7% | +74.7% | +57.0% |
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