+8.6%
OWL vs STLA
-65.4%
+74.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.5% | -3.7% |
| 7D | -3.9% | +0.7% | -4.7% | -4.1% |
| 30D | -3.7% | -2.4% | -1.3% | -3.1% |
| 3M | +21.4% | -23.9% | +45.3% | +29.5% |
| 6M | +18.3% | -24.6% | +43.0% | +26.0% |
| YTD | -20.1% | -50.5% | +30.4% | -5.5% |
| 1Y | -32.8% | -39.8% | +7.1% | -26.5% |
| 3Y | +8.6% | -65.6% | +74.2% | +23.1% |
| All | +8.6% | -65.4% | +74.0% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling