-28.4%
OWL vs RUN
-55.1%
+26.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +1.5% | -13.5% | +15.1% | +3.6% |
| 30D | +13.4% | +18.3% | -4.9% | +9.4% |
| 3M | -21.2% | -12.5% | -8.8% | -20.4% |
| 6M | +4.0% | -40.3% | +44.3% | +10.1% |
| YTD | -29.0% | -53.1% | +24.1% | -23.4% |
| 1Y | -28.4% | -54.3% | +25.8% | -23.0% |
| All | -28.4% | -55.1% | +26.7% | -23.0% |
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