-6.5%
NOW vs OWL
+22.8%
-29.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.3% |
| 7D | -8.7% | +1.1% | -9.8% | -9.2% |
| 30D | -29.3% | +10.0% | -39.3% | -32.8% |
| 3M | -21.8% | -8.7% | -13.2% | -20.2% |
| 6M | +9.2% | +3.1% | +6.1% | +5.7% |
| YTD | -35.0% | -25.6% | -9.3% | -29.4% |
| 1Y | -42.5% | -25.5% | -17.0% | -37.8% |
| 3Y | -21.5% | -9.4% | -12.1% | -23.7% |
| 5Y | -25.8% | -18.2% | -7.6% | -31.6% |
| All | -6.5% | +22.8% | -29.3% | -20.5% |
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