+216.3%
RTX vs OWL
+27.7%
+188.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | -1.6% | -6.4% | +4.8% | -0.8% |
| 30D | -11.6% | -5.0% | -6.6% | -11.1% |
| 3M | +9.2% | +15.4% | -6.2% | +6.7% |
| 6M | -4.4% | +15.5% | -19.9% | -6.9% |
| YTD | +8.9% | -22.7% | +31.6% | +11.8% |
| 1Y | +32.1% | -34.1% | +66.2% | +38.3% |
| 3Y | +151.2% | +5.1% | +146.2% | +143.1% |
| 5Y | +162.9% | -11.5% | +174.4% | +150.7% |
| All | +216.3% | +27.7% | +188.6% | +186.0% |
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 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