-39.2%
OWL vs NTRA
+92.9%
-132.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.1% |
| 7D | -10.1% | +0.2% | -10.4% | -10.2% |
| 30D | -11.9% | +4.1% | -16.0% | -12.8% |
| 3M | +10.7% | +50.0% | -39.3% | -0.4% |
| 6M | +22.1% | +67.3% | -45.2% | +4.6% |
| YTD | -24.8% | +43.6% | -68.4% | -33.4% |
| 1Y | -39.2% | +89.2% | -128.4% | -54.0% |
| All | -39.2% | +92.9% | -132.1% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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