+30.9%
OWL vs RUN
-85.5%
+116.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.3% |
| 7D | -10.1% | -3.7% | -6.4% | -9.7% |
| 30D | -11.9% | -13.0% | +1.1% | -10.5% |
| 3M | +10.7% | -31.8% | +42.5% | +15.6% |
| 6M | +22.1% | -32.2% | +54.4% | +26.8% |
| YTD | -24.8% | -53.5% | +28.7% | -19.3% |
| 1Y | -39.2% | -46.5% | +7.3% | -36.4% |
| 3Y | +1.7% | -37.6% | +39.4% | -13.4% |
| 5Y | -15.5% | -80.9% | +65.4% | -19.3% |
| All | +30.9% | -85.5% | +116.4% | +33.5% |
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