+45.7%
OWL vs RUN
-85.0%
+130.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -2.2% | +1.3% | -3.5% | -2.4% |
| 30D | +3.7% | -15.3% | +18.9% | +5.7% |
| 3M | +17.5% | -40.0% | +57.5% | +24.6% |
| 6M | +18.5% | -27.0% | +45.5% | +21.8% |
| YTD | -16.3% | -51.7% | +35.4% | -10.6% |
| 1Y | -29.7% | -45.9% | +16.2% | -26.7% |
| 3Y | +14.2% | -43.8% | +57.9% | -0.4% |
| 5Y | +2.5% | -80.5% | +83.0% | -2.5% |
| All | +45.7% | -85.0% | +130.6% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling