+2,465.5%
STRL vs OWL
+27.7%
+2,437.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.1% |
| 7D | +8.2% | -6.4% | +14.6% | +11.0% |
| 30D | -6.3% | -5.0% | -1.3% | -4.9% |
| 3M | -41.2% | +15.4% | -56.6% | -45.4% |
| 6M | +20.4% | +15.5% | +4.9% | +11.2% |
| YTD | +61.7% | -22.7% | +84.4% | +74.6% |
| 1Y | +72.7% | -34.1% | +106.8% | +99.1% |
| 3Y | +530.9% | +5.1% | +525.9% | +541.8% |
| 5Y | +2,125.4% | -11.5% | +2,136.9% | +2,116.8% |
| All | +2,465.5% | +27.7% | +2,437.8% | +2,333.7% |
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