+23.1%
NOW vs OWL
+27.7%
-4.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.1% |
| 7D | -4.1% | -6.4% | +2.3% | -1.5% |
| 30D | +2.9% | -5.0% | +7.9% | +5.0% |
| 3M | +22.6% | +15.4% | +7.2% | +15.4% |
| 6M | +7.5% | +15.5% | -8.0% | +0.8% |
| YTD | -14.4% | -22.7% | +8.3% | -7.0% |
| 1Y | -29.8% | -34.1% | +4.3% | -19.7% |
| 3Y | +9.2% | +5.1% | +4.2% | +1.5% |
| 5Y | +0.8% | -11.5% | +12.3% | -7.3% |
| All | +23.1% | +27.7% | -4.6% | +4.7% |
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