-70.2%
NKE vs OWL
+24.2%
-94.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.2% |
| 7D | -4.2% | -10.1% | +6.0% | -1.4% |
| 30D | -8.2% | -11.9% | +3.7% | -5.1% |
| 3M | -19.1% | +10.7% | -29.8% | -21.8% |
| 6M | -32.6% | +22.1% | -54.8% | -36.9% |
| YTD | -40.7% | -24.8% | -15.9% | -37.1% |
| 1Y | -48.9% | -39.2% | -9.7% | -42.9% |
| 3Y | -59.2% | +1.7% | -61.0% | -61.8% |
| 5Y | -75.3% | -15.5% | -59.9% | -77.8% |
| All | -70.2% | +24.2% | -94.4% | -72.2% |
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