+48.4%
NU vs OWL
-8.9%
+57.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.3% | +2.0% |
| 7D | +6.0% | -3.9% | +10.0% | +8.1% |
| 30D | +10.8% | -3.7% | +14.4% | +12.2% |
| 3M | +32.2% | +21.4% | +10.8% | +18.1% |
| 6M | +5.1% | +18.3% | -13.2% | -5.9% |
| YTD | -8.4% | -20.1% | +11.7% | -0.2% |
| 1Y | +0.7% | -32.8% | +33.5% | +18.7% |
| 3Y | +125.1% | +8.6% | +116.6% | +86.0% |
| All | +48.4% | -8.9% | +57.3% | +48.5% |
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