+0.5%
OWL vs NUE
+59.2%
-58.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.6% |
| 7D | -11.9% | -2.7% | -9.2% | -10.9% |
| 30D | -13.7% | -6.1% | -7.7% | -11.6% |
| 3M | +12.3% | +2.2% | +10.0% | +10.5% |
| 6M | +15.0% | +50.8% | -35.8% | -4.5% |
| YTD | -25.7% | +57.5% | -83.3% | -39.7% |
| 1Y | -39.5% | +82.5% | -122.0% | -54.4% |
| All | +0.5% | +59.2% | -58.7% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling