-6.3%
NVTS vs OWL
-15.8%
+9.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +5.0% |
| 7D | +9.7% | -3.9% | +13.6% | +12.6% |
| 30D | -13.6% | -3.7% | -9.9% | -12.2% |
| 3M | -51.0% | +21.4% | -72.4% | -57.9% |
| 6M | +46.3% | +18.3% | +28.0% | +23.7% |
| YTD | +68.1% | -20.1% | +88.2% | +95.5% |
| 1Y | +113.9% | -32.8% | +146.7% | +179.4% |
| 3Y | +45.3% | +8.6% | +36.7% | +21.5% |
| All | -6.3% | -15.8% | +9.6% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling