-29.7%
OWL vs SITM
+174.8%
-204.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.5% | -7.3% | -1.2% |
| 7D | -2.2% | +9.7% | -12.0% | -2.9% |
| 30D | +3.7% | +12.7% | -9.0% | +2.2% |
| 3M | +17.5% | -13.4% | +30.9% | +17.3% |
| 6M | +18.5% | +59.6% | -41.1% | +8.9% |
| YTD | -16.3% | +73.3% | -89.6% | -23.8% |
| 1Y | -29.7% | +165.5% | -195.3% | -42.4% |
| All | -29.7% | +174.8% | -204.5% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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