+2,133.0%
STRL vs OWL
-3.7%
+2,136.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.5% | +7.7% | +5.4% |
| 7D | +10.1% | -3.9% | +14.0% | +12.1% |
| 30D | -8.2% | -3.7% | -4.5% | -7.2% |
| 3M | -43.7% | +21.4% | -65.1% | -49.7% |
| 6M | +27.1% | +18.3% | +8.8% | +14.3% |
| YTD | +64.0% | -20.1% | +84.1% | +76.7% |
| 1Y | +75.2% | -32.8% | +107.9% | +105.5% |
| 3Y | +539.9% | +8.6% | +531.4% | +526.1% |
| 5Y | +2,133.0% | -4.5% | +2,137.4% | +2,017.0% |
| All | +2,133.0% | -3.7% | +2,136.7% | +2,017.0% |
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 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