+29.2%
OWL vs STT
+183.9%
-154.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -1.1% |
| 7D | -2.1% | +0.4% | -2.6% | -2.3% |
| 30D | +11.6% | -0.4% | +12.0% | +12.1% |
| 3M | -13.8% | -6.5% | -7.3% | -10.1% |
| 6M | +7.8% | +17.2% | -9.3% | -2.4% |
| YTD | -25.8% | +38.2% | -64.0% | -39.7% |
| 1Y | -26.5% | +49.3% | -75.8% | -43.0% |
| 3Y | -9.6% | +181.9% | -191.5% | -50.9% |
| 5Y | -20.8% | +106.9% | -127.8% | -53.9% |
| All | +29.2% | +183.9% | -154.8% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling