+34.6%
OWL vs STZ
-35.1%
+69.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | -6.4% | -6.0% | -0.3% | -4.7% |
| 30D | -5.0% | -8.9% | +3.9% | -2.4% |
| 3M | +15.4% | -12.6% | +28.0% | +19.6% |
| 6M | +15.5% | -17.2% | +32.7% | +21.2% |
| YTD | -22.7% | -10.0% | -12.6% | -21.9% |
| 1Y | -34.1% | -14.3% | -19.8% | -32.4% |
| 3Y | +5.1% | -49.9% | +55.0% | +28.5% |
| 5Y | -11.5% | -38.2% | +26.8% | 0.0% |
| All | +34.6% | -35.1% | +69.7% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling