+102.4%
STM vs OWL
-32.5%
+134.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.8% |
| 7D | +5.2% | -3.9% | +9.1% | +6.4% |
| 30D | -7.4% | -3.7% | -3.7% | -6.7% |
| 3M | -30.6% | +21.4% | -52.0% | -34.8% |
| 6M | +66.4% | +18.3% | +48.0% | +56.2% |
| YTD | +101.1% | -20.1% | +121.2% | +121.4% |
| All | +102.4% | -32.5% | +134.9% | +127.4% |
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