+159.2%
NEM vs OWL
-12.0%
+171.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.7% |
| 7D | +3.1% | -6.4% | +9.4% | +4.0% |
| 30D | +10.0% | -5.0% | +15.0% | +10.6% |
| 3M | +30.9% | +15.4% | +15.5% | +28.1% |
| 6M | +10.5% | +15.5% | -5.0% | +7.8% |
| YTD | +29.7% | -22.7% | +52.4% | +32.6% |
| 1Y | +71.1% | -34.1% | +105.2% | +77.7% |
| 3Y | +252.1% | +5.1% | +247.0% | +237.0% |
| All | +159.2% | -12.0% | +171.2% | +139.0% |
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 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