+167.1%
RTX vs OWL
-3.7%
+170.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.3% |
| 7D | -3.1% | -3.9% | +0.8% | -2.5% |
| 30D | -10.6% | -3.7% | -6.9% | -10.2% |
| 3M | +11.6% | +21.4% | -9.7% | +8.0% |
| 6M | -4.5% | +18.3% | -22.9% | -7.7% |
| YTD | +9.6% | -20.1% | +29.7% | +12.5% |
| 1Y | +30.8% | -32.8% | +63.6% | +37.7% |
| 3Y | +152.8% | +8.6% | +144.3% | +139.8% |
| 5Y | +167.1% | -4.5% | +171.6% | +148.2% |
| All | +167.1% | -3.7% | +170.8% | +148.2% |
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