+29.2%
OWL vs STLA
-61.0%
+90.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +1.1% |
| 7D | -2.1% | -11.6% | +9.5% | +2.3% |
| 30D | +11.6% | -6.2% | +17.7% | +14.0% |
| 3M | -13.8% | -24.6% | +10.8% | -5.2% |
| 6M | +7.8% | -44.9% | +52.8% | +32.0% |
| YTD | -25.8% | -62.3% | +36.5% | +2.0% |
| 1Y | -26.5% | -61.8% | +35.3% | +0.1% |
| 3Y | -9.6% | -75.3% | +65.7% | +39.0% |
| 5Y | -20.8% | -72.5% | +51.7% | +5.7% |
| All | +29.2% | -61.0% | +90.2% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling