+45.7%
OWL vs STT
+215.0%
-169.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.9% |
| 7D | -2.2% | +0.5% | -2.7% | -2.5% |
| 30D | +3.7% | +3.9% | -0.2% | +1.1% |
| 3M | +17.5% | +20.0% | -2.4% | +4.6% |
| 6M | +18.5% | +55.3% | -36.8% | -10.7% |
| YTD | -16.3% | +53.3% | -69.7% | -36.4% |
| 1Y | -29.7% | +74.7% | -104.4% | -50.7% |
| 3Y | +14.2% | +205.8% | -191.7% | -41.4% |
| 5Y | +2.5% | +145.0% | -142.5% | -44.8% |
| All | +45.7% | +215.0% | -169.4% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling