+34.6%
OWL vs NUE
+392.8%
-358.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | -6.4% | -2.3% | -4.1% | -5.5% |
| 30D | -5.0% | -6.1% | +1.1% | -2.9% |
| 3M | +15.4% | +1.7% | +13.8% | +14.1% |
| 6M | +15.5% | +53.1% | -37.6% | -2.9% |
| YTD | -22.7% | +59.0% | -81.7% | -36.1% |
| 1Y | -34.1% | +85.3% | -119.4% | -48.9% |
| 3Y | +5.1% | +63.2% | -58.2% | -17.4% |
| 5Y | -11.5% | +146.8% | -158.3% | -39.7% |
| All | +34.6% | +392.8% | -358.2% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling