+29.3%
OWL vs NDAQ
+134.7%
-105.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.6% | -2.3% |
| 7D | -11.9% | -6.8% | -5.1% | -7.4% |
| 30D | -13.7% | -3.2% | -10.5% | -11.7% |
| 3M | +12.3% | +6.5% | +5.8% | +6.5% |
| 6M | +15.0% | +5.7% | +9.3% | +9.1% |
| YTD | -25.7% | -4.6% | -21.1% | -24.0% |
| 1Y | -39.5% | -1.6% | -37.9% | -39.7% |
| 3Y | +0.9% | +86.4% | -85.5% | -34.3% |
| 5Y | -16.5% | +50.3% | -66.9% | -41.9% |
| All | +29.3% | +134.7% | -105.4% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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