+12.9%
OWL vs NVD
-99.1%
+112.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.3% |
| 7D | -10.1% | +10.8% | -21.0% | -8.5% |
| 30D | -11.9% | +0.8% | -12.7% | -11.3% |
| 3M | +10.7% | -20.8% | +31.6% | +8.3% |
| 6M | +22.1% | -41.2% | +63.3% | +15.1% |
| YTD | -24.8% | -44.2% | +19.4% | -28.9% |
| 1Y | -39.2% | -54.2% | +15.0% | -43.7% |
| 3Y | +1.7% | -99.1% | +100.9% | -35.7% |
| All | +12.9% | -99.1% | +112.0% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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