+140.9%
NOK vs OWL
-38.6%
+179.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.8% |
| 7D | +11.0% | -10.1% | +21.1% | +11.3% |
| 30D | +7.8% | -11.9% | +19.8% | +8.2% |
| 3M | -21.0% | +10.7% | -31.7% | -21.0% |
| 6M | +40.9% | +22.1% | +18.8% | +41.6% |
| YTD | +72.0% | -24.8% | +96.8% | +68.2% |
| 1Y | +140.9% | -39.2% | +180.1% | +135.2% |
| All | +140.9% | -38.6% | +179.6% | +135.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling