+0.5%
OWL vs NI
+69.0%
-68.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | -11.9% | -0.6% | -11.3% | -11.7% |
| 30D | -13.7% | -1.4% | -12.3% | -13.3% |
| 3M | +12.3% | -10.6% | +22.8% | +16.6% |
| 6M | +15.0% | -9.9% | +24.9% | +18.8% |
| YTD | -25.7% | +1.2% | -26.9% | -27.4% |
| 1Y | -39.5% | +4.4% | -43.9% | -41.7% |
| All | +0.5% | +69.0% | -68.5% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 3y: compounded portfolio wealth divided by compounded NI 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…
3y analysis · Full analysis span regression · 6 months rolling