+29.3%
OWL vs STZ
-33.9%
+63.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.8% | -4.5% |
| 7D | -11.9% | -4.1% | -7.8% | -10.8% |
| 30D | -13.7% | -7.6% | -6.1% | -11.8% |
| 3M | +12.3% | -12.3% | +24.5% | +16.2% |
| 6M | +15.0% | -16.3% | +31.3% | +20.3% |
| YTD | -25.7% | -8.4% | -17.4% | -25.4% |
| 1Y | -39.5% | -10.8% | -28.7% | -38.8% |
| 3Y | +0.9% | -49.0% | +49.9% | +22.7% |
| 5Y | -16.5% | -36.5% | +19.9% | -6.4% |
| All | +29.3% | -33.9% | +63.2% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling