+23.6%
OWL vs NTAP
+234.0%
-210.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.1% |
| 7D | +1.5% | +7.2% | -5.7% | -1.6% |
| 30D | +13.4% | -18.4% | +31.8% | +22.8% |
| 3M | -21.2% | -11.3% | -9.9% | -18.5% |
| 6M | +4.0% | +53.8% | -49.7% | -20.2% |
| YTD | -29.0% | +72.0% | -101.0% | -49.1% |
| 1Y | -28.4% | +68.0% | -96.5% | -48.1% |
| 3Y | -14.5% | +149.5% | -164.0% | -51.9% |
| 5Y | -21.5% | +125.6% | -147.0% | -55.8% |
| All | +23.6% | +234.0% | -210.4% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling