+30.9%
OWL vs NUE
+395.7%
-364.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +0.7% |
| 7D | -10.1% | -0.6% | -9.5% | -9.9% |
| 30D | -11.9% | -4.6% | -7.4% | -10.5% |
| 3M | +10.7% | -0.3% | +11.0% | +10.3% |
| 6M | +22.1% | +51.9% | -29.8% | +3.1% |
| YTD | -24.8% | +60.0% | -84.8% | -38.0% |
| 1Y | -39.2% | +82.9% | -122.1% | -52.6% |
| 3Y | +1.7% | +66.0% | -64.2% | -20.4% |
| 5Y | -15.5% | +149.0% | -164.4% | -42.6% |
| All | +30.9% | +395.7% | -364.8% | -12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling