+34.6%
OWL vs NTRA
+239.3%
-204.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.6% |
| 7D | -6.4% | +1.6% | -8.0% | -6.7% |
| 30D | -5.0% | +3.8% | -8.7% | -5.8% |
| 3M | +15.4% | +48.2% | -32.8% | +5.1% |
| 6M | +15.5% | +61.0% | -45.5% | +2.5% |
| YTD | -22.7% | +44.2% | -66.9% | -29.9% |
| 1Y | -34.1% | +87.3% | -121.3% | -43.6% |
| 3Y | +5.1% | +509.4% | -504.4% | -30.4% |
| 5Y | -11.5% | +175.1% | -186.6% | -39.6% |
| All | +34.6% | +239.3% | -204.7% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling