-29.7%
OWL vs SIRI
+28.3%
-58.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | -0.3% |
| 7D | -2.2% | +1.6% | -3.8% | -2.5% |
| 30D | +3.7% | -4.7% | +8.4% | +4.7% |
| 3M | +17.5% | +5.3% | +12.3% | +15.6% |
| 6M | +18.5% | +30.5% | -12.0% | +12.4% |
| YTD | -16.3% | +49.6% | -66.0% | -23.8% |
| 1Y | -29.7% | +28.5% | -58.2% | -32.9% |
| All | -29.7% | +28.3% | -58.1% | -32.9% |
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