+29.3%
OWL vs STLA
-49.9%
+79.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -11.9% | -3.8% | -8.1% | -10.6% |
| 30D | -13.7% | -3.1% | -10.6% | -12.8% |
| 3M | +12.3% | -19.6% | +31.9% | +20.7% |
| 6M | +15.0% | -23.5% | +38.5% | +24.7% |
| YTD | -25.7% | -51.5% | +25.8% | -6.2% |
| 1Y | -39.5% | -39.7% | +0.2% | -31.5% |
| 3Y | +0.9% | -66.3% | +67.2% | +37.9% |
| 5Y | -16.5% | -63.1% | +46.6% | +1.3% |
| All | +29.3% | -49.9% | +79.2% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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