+27.2%
NFLX vs OWL
-6.9%
+34.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | +0.1% |
| 7D | -8.1% | -6.4% | -1.7% | -6.0% |
| 30D | -0.3% | -5.0% | +4.7% | +1.2% |
| 3M | -6.6% | +15.4% | -22.0% | -11.9% |
| 6M | -22.7% | +15.5% | -38.2% | -28.1% |
| YTD | -18.9% | -22.7% | +3.8% | -13.0% |
| 1Y | -39.8% | -34.1% | -5.8% | -32.1% |
| 3Y | +71.7% | +5.1% | +66.6% | +43.4% |
| 5Y | +27.2% | -11.5% | +38.7% | +3.3% |
| All | +27.2% | -6.9% | +34.1% | +3.3% |
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 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