+39.1%
OWL vs SONY
+27.3%
+11.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.2% | -0.3% | -2.5% |
| 7D | -3.9% | -5.2% | +1.2% | -1.5% |
| 30D | -3.7% | +0.3% | -4.0% | -3.9% |
| 3M | +21.4% | +6.2% | +15.2% | +17.0% |
| 6M | +18.3% | +9.5% | +8.8% | +11.5% |
| YTD | -20.1% | -8.1% | -12.0% | -17.8% |
| 1Y | -32.8% | -17.9% | -14.9% | -26.8% |
| 3Y | +8.6% | +41.5% | -32.9% | -12.4% |
| 5Y | -4.5% | +11.8% | -16.3% | -17.1% |
| All | +39.1% | +27.3% | +11.7% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling