+103.5%
NU vs OWL
-0.3%
+103.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.7% |
| 7D | -4.2% | -11.9% | +7.7% | +0.6% |
| 30D | +10.0% | -13.7% | +23.8% | +16.2% |
| 3M | +29.3% | +12.3% | +17.0% | +21.8% |
| 6M | +0.9% | +15.0% | -14.1% | -6.4% |
| YTD | -10.3% | -25.7% | +15.5% | -0.8% |
| 1Y | -3.2% | -39.5% | +36.3% | +16.1% |
| All | +103.5% | -0.3% | +103.9% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling