+31.9%
NVDL vs OWL
+16.8%
+15.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.0% |
| 7D | -0.8% | -6.4% | +5.5% | +0.9% |
| 30D | +3.4% | -5.0% | +8.4% | +4.8% |
| 3M | +8.1% | +15.4% | -7.3% | +6.1% |
| 6M | +31.9% | +15.5% | +16.4% | +28.0% |
| All | +31.9% | +16.8% | +15.1% | +28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling