+28.5%
OWL vs STT
+178.6%
-150.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.2% | +2.4% | +3.6% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | +9.3% | -2.3% | +11.6% | +11.1% |
| 3M | -11.0% | -7.0% | -4.0% | -6.8% |
| 6M | +2.4% | +15.5% | -13.0% | -6.4% |
| YTD | -26.2% | +35.6% | -61.8% | -39.2% |
| 1Y | -27.4% | +47.9% | -75.3% | -43.4% |
| 3Y | -8.7% | +181.1% | -189.8% | -50.2% |
| 5Y | -19.3% | +108.2% | -127.5% | -52.6% |
| All | +28.5% | +178.6% | -150.0% | -27.7% |
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