-39.2%
OWL vs SIRI
+28.0%
-67.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | -10.1% | +0.6% | -10.7% | -10.2% |
| 30D | -11.9% | +2.5% | -14.4% | -12.4% |
| 3M | +10.7% | +6.6% | +4.1% | +8.5% |
| 6M | +22.1% | +32.9% | -10.8% | +14.9% |
| YTD | -24.8% | +50.5% | -75.3% | -32.1% |
| 1Y | -39.2% | +28.0% | -67.2% | -41.3% |
| All | -39.2% | +28.0% | -67.2% | -41.3% |
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