+8.6%
OWL vs STZ
-50.3%
+58.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.6% | +1.1% | -3.7% |
| 7D | -3.9% | -7.4% | +3.4% | -2.8% |
| 30D | -3.7% | -10.9% | +7.2% | -2.0% |
| 3M | +21.4% | -13.4% | +34.8% | +23.8% |
| 6M | +18.3% | -16.2% | +34.5% | +21.1% |
| YTD | -20.1% | -10.4% | -9.7% | -19.9% |
| 1Y | -32.8% | -14.8% | -18.0% | -32.0% |
| 3Y | +8.6% | -50.1% | +58.7% | +10.6% |
| All | +8.6% | -50.3% | +58.9% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling