-6.4%
SBUX vs OWL
-15.5%
+9.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.1% | +0.2% |
| 7D | -6.2% | -11.9% | +5.7% | -3.1% |
| 30D | -6.4% | -13.7% | +7.3% | -3.0% |
| 3M | +1.0% | +12.3% | -11.2% | -2.8% |
| 6M | -0.4% | +15.0% | -15.4% | -5.9% |
| YTD | +20.0% | -25.7% | +45.7% | +28.3% |
| 1Y | +22.8% | -39.5% | +62.3% | +38.8% |
| 3Y | +12.3% | +0.9% | +11.4% | +3.2% |
| 5Y | -6.4% | -16.5% | +10.1% | -14.1% |
| All | -6.4% | -15.5% | +9.1% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling