-4.5%
OWL vs NDAQ
+55.5%
-59.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.1% |
| 7D | -3.9% | -2.6% | -1.4% | -2.0% |
| 30D | -3.7% | +0.5% | -4.1% | -4.0% |
| 3M | +21.4% | +9.9% | +11.5% | +11.7% |
| 6M | +18.3% | +8.2% | +10.1% | +9.6% |
| YTD | -20.1% | -1.5% | -18.6% | -20.1% |
| 1Y | -32.8% | +1.3% | -34.1% | -34.6% |
| 3Y | +8.6% | +92.6% | -84.0% | -36.3% |
| 5Y | -4.5% | +53.8% | -58.3% | -37.8% |
| All | -4.5% | +55.5% | -59.9% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling