+45.7%
OWL vs NTAP
+241.0%
-195.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -2.2% | -0.8% | -1.5% | -1.9% |
| 30D | +3.7% | -0.5% | +4.2% | +3.5% |
| 3M | +17.5% | +4.1% | +13.4% | +14.3% |
| 6M | +18.5% | +88.0% | -69.4% | -16.7% |
| YTD | -16.3% | +75.6% | -91.9% | -39.3% |
| 1Y | -29.7% | +58.9% | -88.6% | -46.4% |
| 3Y | +14.2% | +153.6% | -139.4% | -34.9% |
| 5Y | +2.5% | +127.6% | -125.2% | -41.5% |
| All | +45.7% | +241.0% | -195.3% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling