+43.0%
NVTS vs OWL
+3.8%
+39.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -1.3% |
| 7D | +3.5% | -6.4% | +9.9% | +7.7% |
| 30D | -11.9% | -5.0% | -6.9% | -9.9% |
| 3M | -49.2% | +15.4% | -64.6% | -54.1% |
| 6M | +38.4% | +15.5% | +22.9% | +21.4% |
| YTD | +62.5% | -22.7% | +85.1% | +92.9% |
| 1Y | +101.4% | -34.1% | +135.4% | +162.6% |
| All | +43.0% | +3.8% | +39.3% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling