-39.2%
OWL vs SONY
-16.9%
-22.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.8% |
| 7D | -10.1% | -2.7% | -7.4% | -9.4% |
| 30D | -11.9% | +1.5% | -13.5% | -12.3% |
| 3M | +10.7% | +13.0% | -2.3% | +6.3% |
| 6M | +22.1% | +11.2% | +10.9% | +17.1% |
| YTD | -24.8% | -6.6% | -18.2% | -21.0% |
| 1Y | -39.2% | -18.1% | -21.1% | -31.2% |
| All | -39.2% | -16.9% | -22.3% | -31.2% |
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