+34.6%
OWL vs NI
+117.7%
-83.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | -6.4% | +1.3% | -7.6% | -6.8% |
| 30D | -5.0% | -0.3% | -4.7% | -5.0% |
| 3M | +15.4% | -9.5% | +24.9% | +19.3% |
| 6M | +15.5% | -10.2% | +25.7% | +19.5% |
| YTD | -22.7% | +1.8% | -24.4% | -24.0% |
| 1Y | -34.1% | +5.7% | -39.7% | -36.2% |
| 3Y | +5.1% | +69.6% | -64.5% | -12.9% |
| 5Y | -11.5% | +95.8% | -107.2% | -25.5% |
| All | +34.6% | +117.7% | -83.1% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling