-74.7%
NKE vs OWL
-15.1%
-59.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.1% |
| 7D | -4.2% | -10.1% | +6.0% | -0.9% |
| 30D | -8.2% | -11.9% | +3.7% | -4.6% |
| 3M | -19.1% | +10.7% | -29.8% | -22.3% |
| 6M | -32.6% | +22.1% | -54.8% | -37.8% |
| YTD | -40.7% | -24.8% | -15.9% | -36.3% |
| 1Y | -48.9% | -39.2% | -9.7% | -41.5% |
| 3Y | -59.2% | +1.7% | -61.0% | -63.7% |
| All | -74.7% | -15.1% | -59.6% | -78.9% |
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