+1,534.0%
STX vs OWL
+27.7%
+1,506.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.1% |
| 7D | +9.6% | -6.4% | +15.9% | +11.4% |
| 30D | +10.6% | -5.0% | +15.6% | +11.7% |
| 3M | +4.8% | +15.4% | -10.6% | -0.5% |
| 6M | +137.3% | +15.5% | +121.8% | +123.1% |
| YTD | +222.5% | -22.7% | +245.2% | +240.7% |
| 1Y | +366.2% | -34.1% | +400.3% | +411.3% |
| 3Y | +1,352.9% | +5.1% | +1,347.8% | +1,282.7% |
| 5Y | +1,077.4% | -11.5% | +1,088.9% | +983.7% |
| All | +1,534.0% | +27.7% | +1,506.2% | +1,512.7% |
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