-16.5%
OWL vs RUN
-81.3%
+64.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.0% | -3.7% |
| 7D | -11.9% | -3.4% | -8.5% | -11.5% |
| 30D | -13.7% | -14.0% | +0.2% | -12.0% |
| 3M | +12.3% | -27.5% | +39.7% | +16.6% |
| 6M | +15.0% | -29.0% | +44.0% | +18.9% |
| YTD | -25.7% | -53.1% | +27.4% | -19.9% |
| 1Y | -39.5% | -46.7% | +7.2% | -36.5% |
| 3Y | +0.9% | -38.3% | +39.2% | -16.7% |
| 5Y | -16.5% | -80.7% | +64.2% | -17.0% |
| All | -16.5% | -81.3% | +64.7% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling