+113.0%
NVTS vs OWL
-29.1%
+142.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.8% |
| 7D | +2.7% | -2.2% | +4.9% | +4.1% |
| 30D | -4.5% | +3.7% | -8.1% | -7.2% |
| 3M | -61.5% | +17.5% | -79.0% | -65.2% |
| 6M | +28.0% | +18.5% | +9.4% | +14.9% |
| YTD | +65.3% | -16.3% | +81.6% | +102.7% |
| 1Y | +113.0% | -29.7% | +142.7% | +167.6% |
| All | +113.0% | -29.1% | +142.1% | +167.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling