+34.6%
OWL vs STT
+211.2%
-176.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -6.4% | +1.0% | -7.4% | -6.9% |
| 30D | -5.0% | +2.8% | -7.8% | -6.7% |
| 3M | +15.4% | +18.1% | -2.7% | +3.8% |
| 6M | +15.5% | +59.2% | -43.7% | -14.4% |
| YTD | -22.7% | +51.5% | -74.1% | -40.7% |
| 1Y | -34.1% | +75.7% | -109.7% | -53.9% |
| 3Y | +5.1% | +200.8% | -195.7% | -45.5% |
| 5Y | -11.5% | +155.8% | -167.2% | -52.2% |
| All | +34.6% | +211.2% | -176.6% | -29.5% |
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