-20.8%
OWL vs STZ
-28.3%
+7.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -2.1% | -0.9% | -1.2% | -1.8% |
| 30D | +11.6% | +14.9% | -3.4% | +7.0% |
| 3M | -13.8% | +8.4% | -22.2% | -16.0% |
| 6M | +7.8% | +2.8% | +5.0% | +6.4% |
| YTD | -25.8% | +7.5% | -33.3% | -29.1% |
| 1Y | -26.5% | +12.5% | -39.0% | -31.0% |
| 3Y | -9.6% | -35.4% | +25.8% | +1.3% |
| 5Y | -20.8% | -29.3% | +8.5% | -17.6% |
| All | -20.8% | -28.3% | +7.4% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling