-29.7%
OWL vs NUE
+82.6%
-112.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | -2.2% | +4.2% | -6.5% | -3.4% |
| 30D | +3.7% | -5.0% | +8.7% | +5.1% |
| 3M | +17.5% | -0.2% | +17.7% | +17.2% |
| 6M | +18.5% | +49.1% | -30.6% | +6.2% |
| YTD | -16.3% | +61.0% | -77.3% | -26.6% |
| 1Y | -29.7% | +82.5% | -112.3% | -42.4% |
| All | -29.7% | +82.6% | -112.3% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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