-39.5%
OWL vs NTAP
+51.1%
-90.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.3% | -3.8% |
| 7D | -11.9% | -1.0% | -10.9% | -11.7% |
| 30D | -13.7% | -7.5% | -6.2% | -11.7% |
| 3M | +12.3% | +14.6% | -2.4% | +6.8% |
| 6M | +15.0% | +91.0% | -76.0% | -13.4% |
| YTD | -25.7% | +73.7% | -99.4% | -41.7% |
| 1Y | -39.5% | +51.2% | -90.7% | -48.1% |
| All | -39.5% | +51.1% | -90.6% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling