-21.6%
OWL vs NSC
+31.3%
-52.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.9% |
| 7D | +1.5% | +2.5% | -0.9% | +0.1% |
| 30D | +13.4% | +1.7% | +11.7% | +12.7% |
| 3M | -21.2% | -2.6% | -18.7% | -20.0% |
| 6M | +4.0% | +6.4% | -2.4% | 0.0% |
| YTD | -29.0% | +15.5% | -44.5% | -35.6% |
| 1Y | -28.4% | +17.6% | -46.0% | -35.8% |
| 3Y | -14.5% | +75.0% | -89.5% | -42.6% |
| All | -21.6% | +31.3% | -52.8% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling