+2,494.8%
NVDL vs OWL
+5.1%
+2,489.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.0% | -0.7% | -1.5% |
| 7D | -8.7% | -11.9% | +3.2% | +1.0% |
| 30D | -1.3% | -13.7% | +12.4% | +10.5% |
| 3M | +11.4% | +12.3% | -0.9% | -0.1% |
| 6M | +22.9% | +15.0% | +7.9% | +3.3% |
| YTD | +15.4% | -25.7% | +41.1% | +43.2% |
| 1Y | +18.8% | -39.5% | +58.2% | +73.5% |
| 3Y | +641.4% | +0.9% | +640.5% | +727.7% |
| All | +2,494.8% | +5.1% | +2,489.7% | +2,726.6% |
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