+227.4%
NET vs OWL
+25.3%
+202.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -4.3% |
| 7D | -16.4% | +10.1% | -26.5% | -21.3% |
| 30D | -25.8% | +18.7% | -44.6% | -33.5% |
| 3M | -11.5% | -6.2% | -5.3% | -9.6% |
| 6M | +18.9% | +9.8% | +9.1% | +9.2% |
| YTD | +35.2% | -24.2% | +59.4% | +51.7% |
| 1Y | +14.5% | -26.6% | +41.0% | +30.4% |
| 3Y | +313.8% | -6.4% | +320.3% | +272.3% |
| 5Y | +32.6% | -21.4% | +54.0% | +15.0% |
| All | +227.4% | +25.3% | +202.1% | +169.2% |
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