+34.6%
OWL vs SIRI
-46.1%
+80.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | -6.4% | -3.9% | -2.5% | -5.7% |
| 30D | -5.0% | -0.8% | -4.2% | -5.0% |
| 3M | +15.4% | +4.3% | +11.1% | +14.2% |
| 6M | +15.5% | +34.1% | -18.6% | +8.8% |
| YTD | -22.7% | +47.3% | -70.0% | -28.7% |
| 1Y | -34.1% | +22.9% | -57.0% | -37.1% |
| 3Y | +5.1% | -24.6% | +29.6% | +4.8% |
| 5Y | -11.5% | -43.2% | +31.7% | -7.5% |
| All | +34.6% | -46.1% | +80.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling