+209.8%
NOK vs OWL
+24.2%
+185.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.6% |
| 7D | +11.0% | -10.1% | +21.1% | +13.0% |
| 30D | +7.8% | -11.9% | +19.8% | +10.2% |
| 3M | -21.0% | +10.7% | -31.7% | -22.7% |
| 6M | +40.9% | +22.1% | +18.8% | +34.5% |
| YTD | +72.0% | -24.8% | +96.8% | +79.4% |
| 1Y | +140.9% | -39.2% | +180.1% | +160.9% |
| 3Y | +194.3% | +1.7% | +192.5% | +171.5% |
| 5Y | +112.5% | -15.5% | +128.0% | +88.3% |
| All | +209.8% | +24.2% | +185.6% | +200.4% |
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 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