-26.6%
OWL vs SIRI
+59.9%
-86.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.4% | -5.3% | +1.3% |
| 7D | +10.1% | +22.3% | -12.1% | +5.6% |
| 30D | +18.7% | +26.9% | -8.2% | +13.2% |
| 3M | -6.2% | +9.6% | -15.8% | -8.3% |
| 6M | +9.8% | +27.2% | -17.4% | +3.3% |
| YTD | -24.2% | +72.4% | -96.6% | -33.9% |
| 1Y | -26.6% | +59.9% | -86.5% | -32.7% |
| All | -26.6% | +59.9% | -86.4% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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