-26.6%
OWL vs RUN
-53.7%
+27.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.9% |
| 7D | +10.1% | +18.5% | -8.3% | +7.3% |
| 30D | +18.7% | +15.5% | +3.2% | +16.0% |
| 3M | -6.2% | -20.3% | +14.1% | -4.0% |
| 6M | +9.8% | -30.8% | +40.6% | +13.6% |
| YTD | -24.2% | -52.2% | +28.1% | -18.7% |
| 1Y | -26.6% | -53.9% | +27.3% | -21.4% |
| All | -26.6% | -53.7% | +27.2% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling