+28.5%
OWL vs STLD
+525.1%
-496.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.1% | +3.5% | +4.9% |
| 7D | -2.4% | -9.7% | +7.3% | +1.3% |
| 30D | +9.3% | -4.5% | +13.8% | +11.0% |
| 3M | -11.0% | -13.1% | +2.1% | -7.1% |
| 6M | +2.4% | -2.8% | +5.2% | +2.1% |
| YTD | -26.2% | +35.3% | -61.5% | -35.5% |
| 1Y | -27.4% | +51.4% | -78.8% | -39.4% |
| 3Y | -8.7% | +117.9% | -126.6% | -33.9% |
| 5Y | -19.3% | +272.6% | -291.9% | -50.6% |
| All | +28.5% | +525.1% | -496.6% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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