-28.2%
OWL vs STLD
+255.4%
-283.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -4.9% | -11.1% | +6.2% | -0.3% |
| 30D | +7.8% | -4.8% | +12.6% | +9.8% |
| 3M | -12.7% | -14.6% | +1.9% | -7.7% |
| 6M | -2.8% | -7.4% | +4.6% | -1.4% |
| YTD | -30.1% | +32.6% | -62.6% | -39.8% |
| 1Y | -29.1% | +47.3% | -76.4% | -41.9% |
| 3Y | -12.3% | +107.5% | -119.8% | -39.1% |
| All | -28.2% | +255.4% | -283.6% | -62.2% |
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