+70.7%
NEE vs OWL
-12.9%
+83.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.1% | +1.5% | -3.6% | -2.2% |
| 30D | +8.6% | +13.4% | -4.8% | +8.1% |
| 3M | -0.3% | -21.2% | +20.9% | +0.3% |
| 6M | -8.9% | +4.0% | -12.9% | -9.2% |
| YTD | +8.3% | -29.0% | +37.3% | +9.7% |
| 1Y | +4.3% | -28.4% | +32.7% | +5.5% |
| 3Y | +70.7% | -14.5% | +85.3% | +56.2% |
| All | +70.7% | -12.9% | +83.6% | +56.2% |
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