-26.6%
OWL vs STT
+53.6%
-80.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.2% | +0.9% | +1.6% |
| 7D | +10.1% | -0.1% | +10.2% | +10.2% |
| 30D | +18.7% | -1.7% | +20.4% | +20.2% |
| 3M | -6.2% | -6.4% | +0.2% | -2.1% |
| 6M | +9.8% | +17.7% | -7.9% | -2.6% |
| YTD | -24.2% | +36.9% | -61.0% | -41.2% |
| 1Y | -26.6% | +52.0% | -78.6% | -50.2% |
| All | -26.6% | +53.6% | -80.1% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling