+306.5%
NRG vs OWL
+24.2%
+282.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.3% |
| 7D | -4.7% | -10.1% | +5.5% | -1.6% |
| 30D | -6.0% | -11.9% | +6.0% | -2.6% |
| 3M | -8.0% | +10.7% | -18.7% | -11.7% |
| 6M | -23.2% | +22.1% | -45.3% | -29.2% |
| YTD | -28.1% | -24.8% | -3.2% | -23.1% |
| 1Y | -27.3% | -39.2% | +11.9% | -17.2% |
| 3Y | +208.7% | +1.7% | +206.9% | +214.1% |
| 5Y | +197.7% | -15.5% | +213.1% | +196.2% |
| All | +306.5% | +24.2% | +282.3% | +290.2% |
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