+4.6%
OWL vs NOC
+28.0%
-23.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.2% |
| 7D | -6.4% | -1.6% | -4.8% | -6.3% |
| 30D | -5.0% | -10.4% | +5.4% | -4.3% |
| 3M | +15.4% | -5.6% | +21.0% | +15.7% |
| 6M | +15.5% | -30.4% | +45.9% | +16.2% |
| YTD | -22.7% | -8.5% | -14.2% | -23.0% |
| 1Y | -34.1% | -8.3% | -25.7% | -34.2% |
| All | +4.6% | +28.0% | -23.4% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling