+0.5%
OWL vs NSC
+75.0%
-74.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -11.9% | -1.4% | -10.5% | -11.4% |
| 30D | -13.7% | -3.4% | -10.3% | -12.5% |
| 3M | +12.3% | +5.1% | +7.2% | +9.5% |
| 6M | +15.0% | +9.2% | +5.8% | +9.7% |
| YTD | -25.7% | +13.4% | -39.1% | -30.6% |
| 1Y | -39.5% | +20.8% | -60.3% | -45.3% |
| All | +0.5% | +75.0% | -74.5% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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