+7.8%
OWL vs STLA
-45.9%
+53.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.9% |
| 7D | -2.1% | -11.6% | +9.5% | +1.8% |
| 30D | +11.6% | -6.2% | +17.7% | +14.0% |
| 3M | -13.8% | -24.6% | +10.8% | -6.2% |
| 6M | +7.8% | -44.9% | +52.8% | +28.6% |
| All | +7.8% | -45.9% | +53.8% | +28.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling