+92.8%
RSP vs OWL
+38.2%
+54.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.8% | -2.2% | +1.5% | -0.3% |
| 30D | -0.3% | +3.7% | -4.0% | -1.3% |
| 3M | +4.3% | +17.5% | -13.2% | +0.3% |
| 6M | +8.8% | +18.5% | -9.7% | +3.8% |
| YTD | +15.3% | -16.3% | +31.6% | +18.3% |
| 1Y | +18.3% | -29.7% | +48.0% | +25.6% |
| 3Y | +52.8% | +14.2% | +38.6% | +42.0% |
| 5Y | +51.7% | +2.5% | +49.2% | +37.8% |
| All | +92.8% | +38.2% | +54.6% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling