+45.7%
OWL vs NSC
+56.2%
-10.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -2.2% | -5.5% | +3.3% | +0.6% |
| 30D | +3.7% | -3.2% | +6.9% | +5.3% |
| 3M | +17.5% | +7.7% | +9.8% | +12.7% |
| 6M | +18.5% | +4.5% | +14.0% | +14.9% |
| YTD | -16.3% | +15.6% | -31.9% | -23.5% |
| 1Y | -29.7% | +19.8% | -49.6% | -37.1% |
| 3Y | +14.2% | +70.1% | -55.9% | -18.0% |
| 5Y | +2.5% | +46.1% | -43.6% | -20.3% |
| All | +45.7% | +56.2% | -10.6% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling