+196.4%
NOK vs OWL
+32.0%
+164.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.5% | +10.7% | +7.0% |
| 7D | +7.3% | -3.9% | +11.2% | +7.9% |
| 30D | +13.8% | -3.7% | +17.4% | +14.3% |
| 3M | -27.0% | +21.4% | -48.4% | -29.8% |
| 6M | +37.6% | +18.3% | +19.3% | +32.2% |
| YTD | +64.6% | -20.1% | +84.7% | +69.8% |
| 1Y | +132.0% | -32.8% | +164.8% | +146.3% |
| 3Y | +183.7% | +8.6% | +175.1% | +158.6% |
| 5Y | +101.3% | -4.5% | +105.7% | +76.9% |
| All | +196.4% | +32.0% | +164.4% | +184.3% |
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