-10.8%
NVTS vs OWL
-28.0%
+17.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.1% | +5.9% | +7.4% |
| 7D | -0.3% | +10.1% | -10.5% | -5.7% |
| 30D | -24.4% | +18.7% | -43.1% | -31.7% |
| 3M | -26.5% | -6.2% | -20.3% | -24.6% |
| 6M | -41.4% | +9.8% | -51.2% | -45.7% |
| YTD | +30.7% | -24.2% | +54.8% | +77.2% |
| 1Y | -10.8% | -26.6% | +15.8% | +22.4% |
| All | -10.8% | -28.0% | +17.2% | +22.4% |
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