-69.8%
NKE vs OWL
+27.7%
-97.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.1% |
| 7D | -2.3% | -6.4% | +4.1% | -0.6% |
| 30D | -10.4% | -5.0% | -5.4% | -9.3% |
| 3M | -15.5% | +15.4% | -30.9% | -19.1% |
| 6M | -32.6% | +15.5% | -48.1% | -36.0% |
| YTD | -39.8% | -22.7% | -17.2% | -36.6% |
| 1Y | -47.6% | -34.1% | -13.5% | -42.8% |
| 3Y | -59.0% | +5.1% | -64.1% | -61.9% |
| 5Y | -74.9% | -11.5% | -63.5% | -77.6% |
| All | -69.8% | +27.7% | -97.5% | -72.0% |
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