-18.6%
NRG vs OWL
-29.1%
+10.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.2% | +6.5% |
| 7D | +7.1% | -2.2% | +9.4% | +7.5% |
| 30D | -1.4% | +3.7% | -5.1% | -2.2% |
| 3M | -10.5% | +17.5% | -28.0% | -13.4% |
| 6M | -26.7% | +18.5% | -45.3% | -29.2% |
| YTD | -24.5% | -16.3% | -8.2% | -20.3% |
| 1Y | -18.6% | -29.7% | +11.2% | -10.0% |
| All | -18.6% | -29.1% | +10.6% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling