-4.5%
OWL vs STT
+150.3%
-154.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -3.6% |
| 7D | -3.9% | +2.2% | -6.1% | -5.4% |
| 30D | -3.7% | +3.9% | -7.6% | -6.4% |
| 3M | +21.4% | +19.2% | +2.2% | +6.8% |
| 6M | +18.3% | +60.4% | -42.0% | -16.4% |
| YTD | -20.1% | +51.5% | -71.6% | -41.1% |
| 1Y | -32.8% | +76.3% | -109.1% | -55.5% |
| 3Y | +8.6% | +200.7% | -192.2% | -49.5% |
| 5Y | -4.5% | +157.5% | -161.9% | -54.1% |
| All | -4.5% | +150.3% | -154.8% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling