+159.6%
NEM vs OWL
+24.2%
+135.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -1.0% | -10.1% | +9.1% | +0.2% |
| 30D | +7.8% | -11.9% | +19.8% | +9.3% |
| 3M | +30.2% | +10.7% | +19.5% | +28.4% |
| 6M | +9.6% | +22.1% | -12.5% | +6.7% |
| YTD | +27.8% | -24.8% | +52.6% | +30.6% |
| 1Y | +60.7% | -39.2% | +99.9% | +67.4% |
| 3Y | +245.3% | +1.7% | +243.5% | +236.3% |
| 5Y | +155.3% | -15.5% | +170.8% | +144.8% |
| All | +159.6% | +24.2% | +135.4% | +156.0% |
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