+784.6%
STRL vs OWL
-27.6%
+812.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | -26.9% | -4.9% | -22.0% | -25.3% |
| 30D | -52.7% | +7.8% | -60.5% | -54.8% |
| 3M | -52.8% | -12.7% | -40.2% | -50.5% |
| 6M | -71.5% | -2.8% | -68.7% | -72.0% |
| YTD | -17.4% | -30.1% | +12.6% | -5.8% |
| 1Y | -35.0% | -29.1% | -5.9% | -26.6% |
| 3Y | +239.2% | -12.3% | +251.5% | +261.2% |
| All | +784.6% | -27.6% | +812.2% | +857.8% |
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