+28.5%
OWL vs NIO
-91.5%
+120.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.5% |
| 7D | -2.4% | +6.9% | -9.3% | -3.3% |
| 30D | +9.3% | -4.7% | +14.0% | +10.1% |
| 3M | -11.0% | -28.1% | +17.1% | -6.6% |
| 6M | +2.4% | -41.7% | +44.2% | +10.5% |
| YTD | -26.2% | -33.1% | +7.0% | -22.9% |
| 1Y | -27.4% | -50.3% | +22.8% | -20.8% |
| 3Y | -8.7% | -54.4% | +45.7% | -5.8% |
| 5Y | -19.3% | -91.6% | +72.3% | -5.4% |
| All | +28.5% | -91.5% | +120.0% | +67.7% |
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