+242.5%
NET vs OWL
+38.2%
+204.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.5% |
| 7D | -7.0% | -2.2% | -4.7% | -5.6% |
| 30D | -4.8% | +3.7% | -8.5% | -6.7% |
| 3M | +3.8% | +17.5% | -13.7% | -6.1% |
| 6M | +50.0% | +18.5% | +31.5% | +31.7% |
| YTD | +41.5% | -16.3% | +57.8% | +52.4% |
| 1Y | +32.8% | -29.7% | +62.6% | +57.1% |
| 3Y | +335.9% | +14.2% | +321.7% | +251.3% |
| 5Y | +113.8% | +2.5% | +111.3% | +75.7% |
| All | +242.5% | +38.2% | +204.3% | +170.4% |
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