+99.6%
STM vs OWL
-29.1%
+128.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.1% |
| 7D | +5.8% | -2.2% | +8.0% | +6.5% |
| 30D | -1.0% | +3.7% | -4.7% | -2.3% |
| 3M | -33.3% | +17.5% | -50.8% | -36.6% |
| 6M | +57.4% | +18.5% | +38.8% | +48.7% |
| YTD | +102.2% | -16.3% | +118.5% | +119.4% |
| 1Y | +99.6% | -29.7% | +129.3% | +120.2% |
| All | +99.6% | -29.1% | +128.7% | +120.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling