+102.8%
NOK vs OWL
-15.5%
+118.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.4% |
| 7D | +8.7% | -11.9% | +20.6% | +11.7% |
| 30D | +12.5% | -13.7% | +26.2% | +16.0% |
| 3M | -20.7% | +12.3% | -33.0% | -23.2% |
| 6M | +36.2% | +15.0% | +21.1% | +30.2% |
| YTD | +64.1% | -25.7% | +89.9% | +73.5% |
| 1Y | +132.4% | -39.5% | +171.9% | +157.4% |
| 3Y | +182.9% | +0.9% | +181.9% | +147.0% |
| 5Y | +102.8% | -16.5% | +119.3% | +71.8% |
| All | +102.8% | -15.5% | +118.3% | +71.8% |
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