+150.4%
RTX vs OWL
-18.5%
+168.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | -1.7% | +1.1% | -2.8% | -1.9% |
| 30D | +7.7% | +10.0% | -2.3% | +6.0% |
| 3M | -10.3% | -8.7% | -1.7% | -9.4% |
| 6M | +14.6% | +3.1% | +11.4% | +13.2% |
| YTD | +10.4% | -25.6% | +36.0% | +14.4% |
| 1Y | +13.5% | -25.5% | +39.0% | +17.4% |
| 3Y | +158.6% | -9.4% | +168.0% | +152.5% |
| All | +150.4% | -18.5% | +168.9% | +159.2% |
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