+29.9%
NEE vs OWL
+24.2%
+5.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -1.3% | -10.1% | +8.8% | -0.4% |
| 30D | -3.3% | -11.9% | +8.6% | -2.2% |
| 3M | -2.3% | +10.7% | -13.0% | -3.5% |
| 6M | -8.9% | +22.1% | -31.0% | -11.2% |
| YTD | +4.8% | -24.8% | +29.6% | +7.2% |
| 1Y | +18.7% | -39.2% | +57.9% | +24.2% |
| 3Y | +33.2% | +1.7% | +31.5% | +25.8% |
| 5Y | +10.9% | -15.5% | +26.3% | +1.9% |
| All | +29.9% | +24.2% | +5.7% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling