+1,466.4%
STX vs OWL
+38.2%
+1,428.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.6% |
| 7D | +2.4% | -2.2% | +4.6% | +3.0% |
| 30D | +1.4% | +3.7% | -2.3% | 0.0% |
| 3M | -8.2% | +17.5% | -25.7% | -13.1% |
| 6M | +127.0% | +18.5% | +108.5% | +112.4% |
| YTD | +209.1% | -16.3% | +225.5% | +219.9% |
| 1Y | +365.4% | -29.7% | +395.1% | +402.3% |
| 3Y | +1,135.4% | +14.2% | +1,121.2% | +1,050.5% |
| 5Y | +991.5% | +2.5% | +989.0% | +886.1% |
| All | +1,466.4% | +38.2% | +1,428.2% | +1,414.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling