+23.6%
OWL vs RUN
-85.4%
+109.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +1.5% | -13.5% | +15.1% | +3.3% |
| 30D | +13.4% | +18.3% | -4.9% | +10.4% |
| 3M | -21.2% | -12.5% | -8.8% | -20.5% |
| 6M | +4.0% | -40.3% | +44.3% | +9.6% |
| YTD | -29.0% | -53.1% | +24.1% | -24.3% |
| 1Y | -28.4% | -54.3% | +25.8% | -23.6% |
| 3Y | -14.5% | -6.5% | -8.0% | -32.6% |
| 5Y | -21.5% | -85.3% | +63.8% | -24.5% |
| All | +23.6% | -85.4% | +109.0% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling