-12.9%
NVTS vs OWL
-21.8%
+8.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.0% | +0.1% | -1.0% |
| 7D | +0.5% | -11.9% | +12.4% | +9.9% |
| 30D | -18.0% | -13.7% | -4.3% | -9.7% |
| 3M | -45.6% | +12.3% | -57.9% | -50.5% |
| 6M | +28.5% | +15.0% | +13.4% | +10.8% |
| YTD | +56.2% | -25.7% | +81.9% | +91.6% |
| 1Y | +97.7% | -39.5% | +137.2% | +179.9% |
| 3Y | +35.0% | +0.9% | +34.1% | +19.1% |
| All | -12.9% | -21.8% | +8.9% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling