-29.7%
OWL vs SONY
-10.8%
-18.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | -2.2% | -1.2% | -1.1% | -2.0% |
| 30D | +3.7% | +9.4% | -5.8% | +1.1% |
| 3M | +17.5% | +10.5% | +7.0% | +13.7% |
| 6M | +18.5% | +11.7% | +6.9% | +14.1% |
| YTD | -16.3% | -4.1% | -12.3% | -12.9% |
| 1Y | -29.7% | -11.8% | -17.9% | -23.6% |
| All | -29.7% | -10.8% | -18.9% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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