-25.9%
STRL vs OWL
-28.0%
+2.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.1% | -24.6% | -22.3% |
| 7D | -27.1% | +10.1% | -37.2% | -29.6% |
| 30D | -45.8% | +18.7% | -64.5% | -49.0% |
| 3M | -47.6% | -6.2% | -41.4% | -47.0% |
| 6M | -46.4% | +9.8% | -56.2% | -49.1% |
| YTD | -7.4% | -24.2% | +16.8% | -5.1% |
| 1Y | -25.9% | -26.6% | +0.7% | -23.0% |
| All | -25.9% | -28.0% | +2.2% | -23.0% |
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