+45.7%
OWL vs STLA
-47.2%
+92.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -1.2% |
| 7D | -2.2% | +2.6% | -4.8% | -3.1% |
| 30D | +3.7% | -1.2% | +4.9% | +4.0% |
| 3M | +17.5% | -24.8% | +42.3% | +29.4% |
| 6M | +18.5% | -25.6% | +44.1% | +30.0% |
| YTD | -16.3% | -48.9% | +32.6% | +3.7% |
| 1Y | -29.7% | -38.8% | +9.0% | -20.7% |
| 3Y | +14.2% | -64.5% | +78.7% | +53.0% |
| 5Y | +2.5% | -62.4% | +64.9% | +22.8% |
| All | +45.7% | -47.2% | +92.9% | +64.5% |
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