+86.5%
NXPI vs OWL
+17.3%
+69.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +0.9% |
| 7D | +9.4% | +0.8% | +8.5% | +8.9% |
| 30D | +18.1% | +7.3% | +10.8% | +14.6% |
| 3M | +15.0% | -16.8% | +31.9% | +22.8% |
| 6M | -8.4% | +4.0% | -12.5% | -11.6% |
| YTD | +24.8% | -29.0% | +53.8% | +39.3% |
| 1Y | +33.3% | -29.7% | +62.9% | +49.1% |
| 3Y | +51.0% | -13.5% | +64.5% | +52.5% |
| 5Y | +34.5% | -21.5% | +56.0% | +28.3% |
| All | +86.5% | +17.3% | +69.2% | +71.7% |
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