+45.7%
OWL vs STLD
+563.4%
-517.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.2% |
| 7D | -2.2% | +3.1% | -5.4% | -3.5% |
| 30D | +3.7% | -9.0% | +12.7% | +6.8% |
| 3M | +17.5% | -12.4% | +29.9% | +22.5% |
| 6M | +18.5% | +25.5% | -7.0% | +7.6% |
| YTD | -16.3% | +43.6% | -59.9% | -28.2% |
| 1Y | -29.7% | +87.2% | -116.9% | -45.7% |
| 3Y | +14.2% | +135.2% | -121.1% | -19.4% |
| 5Y | +2.5% | +290.9% | -288.4% | -38.5% |
| All | +45.7% | +563.4% | -517.7% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling