+49.8%
NFLX vs OWL
+38.2%
+11.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.6% | -5.1% |
| 7D | -4.2% | -2.2% | -2.0% | -3.7% |
| 30D | +5.5% | +3.7% | +1.8% | +4.1% |
| 3M | -4.1% | +17.5% | -21.6% | -9.2% |
| 6M | -20.7% | +18.5% | -39.2% | -25.9% |
| YTD | -16.5% | -16.3% | -0.2% | -13.5% |
| 1Y | -37.8% | -29.7% | -8.1% | -32.4% |
| 3Y | +77.9% | +14.2% | +63.7% | +55.2% |
| 5Y | +32.5% | +2.5% | +30.0% | +12.7% |
| All | +49.8% | +38.2% | +11.6% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling