+0.5%
OWL vs SONY
+40.0%
-39.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -11.9% | -5.8% | -6.1% | -9.9% |
| 30D | -13.7% | -0.4% | -13.3% | -13.6% |
| 3M | +12.3% | +13.3% | -1.0% | +6.4% |
| 6M | +15.0% | +8.5% | +6.5% | +10.2% |
| YTD | -25.7% | -8.1% | -17.6% | -23.6% |
| 1Y | -39.5% | -17.9% | -21.6% | -34.6% |
| All | +0.5% | +40.0% | -39.5% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling