+1.7%
OWL vs SIRI
-22.6%
+24.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.0% |
| 6M | +22.1% | +32.9% | -10.8% | +15.1% |
| YTD | -24.8% | +50.5% | -75.3% | -31.2% |
| 1Y | -39.2% | +28.0% | -67.2% | -42.6% |
| 3Y | +1.7% | -22.4% | +24.2% | +1.6% |
| All | +1.7% | -22.6% | +24.3% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling