+8.9%
SBUX vs OWL
+24.2%
-15.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.8% |
| 7D | -5.5% | -10.1% | +4.6% | -3.2% |
| 30D | -8.5% | -11.9% | +3.5% | -6.0% |
| 3M | -2.9% | +10.7% | -13.6% | -5.7% |
| 6M | -1.5% | +22.1% | -23.7% | -7.5% |
| YTD | +19.4% | -24.8% | +44.2% | +25.9% |
| 1Y | +22.9% | -39.2% | +62.1% | +36.0% |
| 3Y | +11.3% | +1.7% | +9.5% | +5.9% |
| 5Y | -6.9% | -15.5% | +8.6% | -13.8% |
| All | +8.9% | +24.2% | -15.3% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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