+300.0%
NRG vs OWL
+22.7%
+277.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.7% | -2.1% |
| 7D | -0.2% | -11.9% | +11.7% | +3.6% |
| 30D | -6.8% | -13.7% | +6.9% | -2.9% |
| 3M | -7.1% | +12.3% | -19.4% | -11.3% |
| 6M | -27.6% | +15.0% | -42.6% | -32.0% |
| YTD | -29.2% | -25.7% | -3.5% | -24.1% |
| 1Y | -29.9% | -39.5% | +9.6% | -20.1% |
| 3Y | +198.7% | +0.9% | +197.7% | +204.7% |
| 5Y | +192.9% | -16.5% | +209.4% | +192.5% |
| All | +300.0% | +22.7% | +277.3% | +285.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling