+1,022.8%
NBIS vs OWL
-50.3%
+1,073.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.4% |
| 7D | -0.8% | -10.1% | +9.3% | +5.9% |
| 30D | -13.4% | -11.9% | -1.4% | -6.9% |
| 3M | +1.0% | +10.7% | -9.7% | -7.2% |
| 6M | +100.5% | +22.1% | +78.4% | +69.2% |
| YTD | +168.3% | -24.8% | +193.1% | +224.8% |
| 1Y | +151.8% | -39.2% | +191.0% | +249.8% |
| All | +1,022.8% | -50.3% | +1,073.1% | +1,930.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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