+73.4%
NFLX vs OWL
+9.9%
+63.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.0% |
| 7D | -5.0% | -3.9% | -1.1% | -4.2% |
| 30D | +3.5% | -3.7% | +7.2% | +4.2% |
| 3M | -7.1% | +21.4% | -28.5% | -11.0% |
| 6M | -22.5% | +18.3% | -40.8% | -25.9% |
| YTD | -18.1% | -20.1% | +2.0% | -14.6% |
| 1Y | -38.3% | -32.8% | -5.5% | -33.1% |
| 3Y | +73.4% | +8.6% | +64.8% | +75.3% |
| All | +73.4% | +9.9% | +63.4% | +75.3% |
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