-11.5%
OWL vs STZ
-38.0%
+26.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | -6.4% | -6.0% | -0.3% | -4.6% |
| 30D | -5.0% | -8.9% | +3.9% | -2.3% |
| 3M | +15.4% | -12.6% | +28.0% | +19.8% |
| 6M | +15.5% | -17.2% | +32.7% | +21.4% |
| YTD | -22.7% | -10.0% | -12.6% | -22.0% |
| 1Y | -34.1% | -14.3% | -19.8% | -32.4% |
| 3Y | +5.1% | -49.9% | +55.0% | +30.7% |
| 5Y | -11.5% | -38.2% | +26.8% | -5.5% |
| All | -11.5% | -38.0% | +26.5% | -5.5% |
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