+23.6%
OWL vs NIO
-92.7%
+116.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.7% |
| 7D | +1.5% | -14.5% | +16.0% | +3.9% |
| 30D | +13.4% | -15.0% | +28.4% | +16.2% |
| 3M | -21.2% | -35.6% | +14.3% | -16.0% |
| 6M | +4.0% | -55.7% | +59.7% | +16.9% |
| YTD | -29.0% | -43.1% | +14.1% | -24.1% |
| 1Y | -28.4% | -53.5% | +25.1% | -21.2% |
| 3Y | -14.5% | -59.8% | +45.3% | -10.3% |
| 5Y | -21.5% | -93.2% | +71.7% | -5.5% |
| All | +23.6% | -92.7% | +116.3% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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