+29.3%
OWL vs NIO
-91.0%
+120.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.7% | -3.5% |
| 7D | -11.9% | -7.3% | -4.7% | -10.9% |
| 30D | -13.7% | -22.5% | +8.8% | -10.4% |
| 3M | +12.3% | -30.9% | +43.1% | +18.4% |
| 6M | +15.0% | -37.2% | +52.2% | +22.0% |
| YTD | -25.7% | -29.8% | +4.1% | -23.0% |
| 1Y | -39.5% | -37.4% | -2.1% | -36.7% |
| 3Y | +0.9% | -64.3% | +65.3% | +8.8% |
| 5Y | -16.5% | -90.6% | +74.0% | -2.9% |
| All | +29.3% | -91.0% | +120.3% | +67.6% |
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