+45.7%
OWL vs NOC
+87.4%
-41.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.5% |
| 7D | -2.2% | -5.2% | +2.9% | -1.8% |
| 30D | +3.7% | -7.2% | +10.9% | +4.4% |
| 3M | +17.5% | -5.1% | +22.6% | +18.0% |
| 6M | +18.5% | -31.1% | +49.6% | +21.5% |
| YTD | -16.3% | -8.6% | -7.7% | -16.2% |
| 1Y | -29.7% | -9.7% | -20.0% | -29.6% |
| 3Y | +14.2% | +24.3% | -10.1% | +11.0% |
| 5Y | +2.5% | +52.6% | -50.1% | -2.8% |
| All | +45.7% | +87.4% | -41.8% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling