+11.0%
NEE vs OWL
-15.5%
+26.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.2% |
| 7D | -1.9% | -11.9% | +10.0% | -0.5% |
| 30D | -3.1% | -13.7% | +10.6% | -1.6% |
| 3M | -2.4% | +12.3% | -14.7% | -4.0% |
| 6M | -8.6% | +15.0% | -23.6% | -10.8% |
| YTD | +4.9% | -25.7% | +30.7% | +8.2% |
| 1Y | +19.4% | -39.5% | +58.9% | +26.3% |
| 3Y | +34.9% | +0.9% | +33.9% | +23.4% |
| 5Y | +11.0% | -16.5% | +27.6% | -1.1% |
| All | +11.0% | -15.5% | +26.5% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling