-28.2%
OWL vs NIO
-92.1%
+63.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.6% | -1.7% |
| 7D | -4.9% | +5.6% | -10.5% | -5.8% |
| 30D | +7.8% | -4.2% | +12.0% | +8.5% |
| 3M | -12.7% | -26.3% | +13.6% | -8.2% |
| 6M | -2.8% | -42.5% | +39.7% | +6.1% |
| YTD | -30.1% | -33.5% | +3.5% | -26.6% |
| 1Y | -29.1% | -52.7% | +23.6% | -21.0% |
| 3Y | -12.3% | -57.5% | +45.2% | -7.7% |
| All | -28.2% | -92.1% | +63.9% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling