-21.6%
OWL vs STLD
+274.1%
-295.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +1.3% |
| 7D | +1.5% | +2.9% | -1.4% | +0.3% |
| 30D | +13.4% | -5.6% | +19.0% | +15.9% |
| 3M | -21.2% | -11.7% | -9.5% | -17.8% |
| 6M | +4.0% | -2.8% | +6.8% | +3.5% |
| YTD | -29.0% | +36.4% | -65.4% | -39.5% |
| 1Y | -28.4% | +50.0% | -78.4% | -41.6% |
| 3Y | -14.5% | +122.3% | -136.8% | -42.2% |
| All | -21.6% | +274.1% | -295.6% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling