+29.4%
OWL vs STT
+179.8%
-150.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | +1.1% | +1.1% | 0.0% | +0.5% |
| 30D | +10.0% | -1.9% | +11.9% | +11.6% |
| 3M | -8.7% | -7.6% | -1.1% | -4.0% |
| 6M | +3.1% | +16.0% | -12.8% | -6.0% |
| YTD | -25.6% | +36.2% | -61.8% | -39.0% |
| 1Y | -25.5% | +46.8% | -72.3% | -41.6% |
| 3Y | -9.4% | +177.8% | -187.2% | -50.3% |
| 5Y | -18.2% | +105.8% | -124.0% | -51.9% |
| All | +29.4% | +179.8% | -150.4% | -27.4% |
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