-5.5%
NOW vs OWL
+17.3%
-22.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -0.5% |
| 7D | -1.7% | +0.8% | -2.5% | -2.0% |
| 30D | -27.4% | +7.3% | -34.7% | -30.4% |
| 3M | -19.4% | -16.8% | -2.6% | -14.8% |
| 6M | +13.1% | +4.0% | +9.1% | +9.0% |
| YTD | -34.3% | -29.0% | -5.3% | -27.4% |
| 1Y | -41.8% | -29.7% | -12.1% | -35.7% |
| 3Y | -20.7% | -13.5% | -7.2% | -21.7% |
| 5Y | -27.2% | -21.5% | -5.8% | -31.8% |
| All | -5.5% | +17.3% | -22.8% | -18.3% |
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 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