+23.6%
OWL vs NOC
+100.3%
-76.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +1.5% | +4.8% | -3.3% | +1.1% |
| 30D | +13.4% | +11.0% | +2.4% | +12.4% |
| 3M | -21.2% | -3.8% | -17.4% | -21.0% |
| 6M | +4.0% | +0.6% | +3.4% | +3.8% |
| YTD | -29.0% | -2.3% | -26.7% | -29.4% |
| 1Y | -28.4% | +0.3% | -28.7% | -28.9% |
| 3Y | -14.5% | +24.6% | -39.1% | -16.7% |
| 5Y | -21.5% | +66.0% | -87.4% | -25.6% |
| All | +23.6% | +100.3% | -76.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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