-11.5%
OWL vs NOC
+55.2%
-66.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.1% |
| 3M | +15.4% | -5.6% | +21.0% | +15.9% |
| 6M | +15.5% | -30.4% | +45.9% | +17.9% |
| YTD | -22.7% | -8.5% | -14.2% | -22.6% |
| 1Y | -34.1% | -8.3% | -25.7% | -34.0% |
| 3Y | +5.1% | +28.2% | -23.1% | +2.2% |
| 5Y | -11.5% | +56.7% | -68.2% | -14.7% |
| All | -11.5% | +55.2% | -66.6% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling