-9.1%
NVTS vs OWL
-20.8%
+11.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +3.4% |
| 7D | -1.4% | -10.1% | +8.7% | +6.4% |
| 30D | -16.5% | -11.9% | -4.6% | -9.4% |
| 3M | -47.6% | +10.7% | -58.4% | -51.9% |
| 6M | +7.3% | +22.1% | -14.8% | -10.8% |
| YTD | +62.9% | -24.8% | +87.7% | +98.1% |
| 1Y | +91.3% | -39.2% | +130.5% | +169.9% |
| 3Y | +43.4% | +1.7% | +41.7% | +25.9% |
| All | -9.1% | -20.8% | +11.6% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling