+123.8%
STX vs OWL
-28.0%
+151.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.1% | -11.2% | -8.4% |
| 7D | -20.2% | +10.1% | -30.3% | -21.0% |
| 30D | -37.2% | +18.7% | -55.9% | -38.4% |
| 3M | -34.1% | -6.2% | -27.9% | -33.5% |
| 6M | -24.5% | +9.8% | -34.2% | -26.0% |
| YTD | +102.9% | -24.2% | +127.1% | +113.4% |
| 1Y | +123.8% | -26.6% | +150.4% | +136.1% |
| All | +123.8% | -28.0% | +151.8% | +136.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling