+1,101.8%
NBIS vs OWL
-48.9%
+1,150.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | +0.6% |
| 7D | +17.8% | -6.4% | +24.1% | +22.4% |
| 30D | +30.5% | -5.0% | +35.5% | +33.1% |
| 3M | +9.2% | +15.4% | -6.2% | -2.3% |
| 6M | +153.2% | +15.5% | +137.7% | +121.9% |
| YTD | +187.1% | -22.7% | +209.8% | +241.3% |
| 1Y | +151.1% | -34.1% | +185.2% | +224.9% |
| All | +1,101.8% | -48.9% | +1,150.7% | +2,033.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling