+243.5%
NEM vs OWL
-0.3%
+243.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.4% |
| 7D | -3.3% | -11.9% | +8.6% | -1.5% |
| 30D | +7.8% | -13.7% | +21.6% | +10.0% |
| 3M | +36.3% | +12.3% | +24.0% | +33.5% |
| 6M | +6.6% | +15.0% | -8.5% | +3.8% |
| YTD | +27.1% | -25.7% | +52.9% | +30.8% |
| 1Y | +62.3% | -39.5% | +101.8% | +71.1% |
| All | +243.5% | -0.3% | +243.8% | +186.6% |
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