+1,144.9%
STX vs OWL
-3.7%
+1,148.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.5% | +11.0% | +8.0% |
| 7D | +10.7% | -3.9% | +14.7% | +12.1% |
| 30D | +11.3% | -3.7% | +14.9% | +12.1% |
| 3M | +3.2% | +21.4% | -18.2% | -4.9% |
| 6M | +157.0% | +18.3% | +138.6% | +136.2% |
| YTD | +229.2% | -20.1% | +249.3% | +248.7% |
| 1Y | +381.8% | -32.8% | +414.6% | +437.6% |
| 3Y | +1,383.2% | +8.6% | +1,374.6% | +1,226.5% |
| 5Y | +1,144.9% | -4.5% | +1,149.3% | +954.6% |
| All | +1,144.9% | -3.7% | +1,148.6% | +954.6% |
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