+46.5%
NVO vs OWL
+22.7%
+23.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.7% | -0.6% |
| 7D | -7.4% | -11.9% | +4.5% | -5.4% |
| 30D | -5.5% | -13.7% | +8.2% | -3.2% |
| 3M | +4.1% | +12.3% | -8.1% | +1.6% |
| 6M | +19.3% | +15.0% | +4.3% | +15.5% |
| YTD | -9.2% | -25.7% | +16.5% | -5.8% |
| 1Y | -15.0% | -39.5% | +24.5% | -9.6% |
| 3Y | -50.9% | +0.9% | -51.8% | -51.7% |
| 5Y | -0.9% | -16.5% | +15.7% | -4.2% |
| All | +46.5% | +22.7% | +23.8% | +34.9% |
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