+34.6%
OWL vs NTR
+94.8%
-60.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | -6.4% | +0.5% | -6.9% | -6.5% |
| 30D | -5.0% | +21.7% | -26.7% | -9.5% |
| 3M | +15.4% | +22.8% | -7.3% | +9.3% |
| 6M | +15.5% | +8.2% | +7.3% | +12.1% |
| YTD | -22.7% | +32.9% | -55.6% | -29.5% |
| 1Y | -34.1% | +45.3% | -79.4% | -41.7% |
| 3Y | +5.1% | +41.7% | -36.6% | -8.0% |
| 5Y | -11.5% | +49.8% | -61.3% | -24.1% |
| All | +34.6% | +94.8% | -60.2% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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