+54.8%
STM vs OWL
+38.2%
+16.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.2% |
| 7D | +5.8% | -2.2% | +8.0% | +6.7% |
| 30D | -1.0% | +3.7% | -4.7% | -2.8% |
| 3M | -33.3% | +17.5% | -50.8% | -37.9% |
| 6M | +57.4% | +18.5% | +38.8% | +43.8% |
| YTD | +102.2% | -16.3% | +118.5% | +113.0% |
| 1Y | +99.6% | -29.7% | +129.3% | +124.6% |
| 3Y | +14.5% | +14.2% | +0.4% | +2.4% |
| 5Y | +21.4% | +2.5% | +18.9% | +6.2% |
| All | +54.8% | +38.2% | +16.6% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling