-11.5%
OWL vs NTAP
+129.9%
-141.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.1% |
| 7D | -6.4% | +2.2% | -8.6% | -7.4% |
| 30D | -5.0% | -7.0% | +2.0% | -1.7% |
| 3M | +15.4% | +12.3% | +3.1% | +7.8% |
| 6M | +15.5% | +85.1% | -69.6% | -20.4% |
| YTD | -22.7% | +74.8% | -97.4% | -45.2% |
| 1Y | -34.1% | +52.7% | -86.7% | -49.6% |
| 3Y | +5.1% | +147.7% | -142.6% | -43.5% |
| 5Y | -11.5% | +124.8% | -136.2% | -52.2% |
| All | -11.5% | +129.9% | -141.4% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling