+15.5%
OWL vs SITM
+86.5%
-71.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.2% |
| 7D | -6.4% | +3.7% | -10.1% | -6.5% |
| 30D | -5.0% | -14.5% | +9.5% | -4.6% |
| 3M | +15.4% | -10.6% | +26.0% | +14.3% |
| 6M | +15.5% | +65.5% | -50.1% | +7.7% |
| All | +15.5% | +86.5% | -71.0% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling