-66.5%
STRL vs OWL
+3.1%
-69.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.6% | +9.4% | +13.7% |
| 7D | -13.3% | -2.4% | -11.0% | -13.1% |
| 30D | -43.3% | +9.3% | -52.6% | -44.1% |
| 3M | -46.9% | -11.0% | -35.9% | -46.3% |
| All | -66.5% | +3.1% | -69.6% | -68.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling