-15.7%
STM vs OWL
-27.6%
+11.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.8% |
| 7D | -10.7% | -4.9% | -5.8% | -8.6% |
| 30D | -25.7% | +7.8% | -33.5% | -28.5% |
| 3M | -21.6% | -12.7% | -8.9% | -17.4% |
| 6M | -27.8% | -2.8% | -25.0% | -28.4% |
| YTD | +61.8% | -30.1% | +91.8% | +85.8% |
| 1Y | +78.1% | -29.1% | +107.2% | +102.3% |
| 3Y | +4.9% | -12.3% | +17.2% | -0.3% |
| All | -15.7% | -27.6% | +11.9% | -22.1% |
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