+1,406.1%
STRL vs OWL
+22.0%
+1,384.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.6% | +9.4% | +12.6% |
| 7D | -13.3% | -2.4% | -11.0% | -12.5% |
| 30D | -43.3% | +9.3% | -52.6% | -45.6% |
| 3M | -46.9% | -11.0% | -35.9% | -44.9% |
| 6M | -65.6% | +2.4% | -68.0% | -66.8% |
| YTD | -5.1% | -26.2% | +21.1% | +3.9% |
| 1Y | -23.1% | -27.4% | +4.4% | -15.3% |
| 3Y | +346.8% | -8.7% | +355.5% | +373.5% |
| 5Y | +907.2% | -19.3% | +926.5% | +921.7% |
| All | +1,406.1% | +22.0% | +1,384.1% | +1,348.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling