-39.2%
OWL vs NVD
-52.8%
+13.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.3% |
| 7D | -10.1% | +10.8% | -21.0% | -8.8% |
| 30D | -11.9% | +0.8% | -12.7% | -11.4% |
| 3M | +10.7% | -20.8% | +31.6% | +8.7% |
| 6M | +22.1% | -41.2% | +63.3% | +16.4% |
| YTD | -24.8% | -44.2% | +19.4% | -28.8% |
| 1Y | -39.2% | -54.2% | +15.0% | -41.4% |
| All | -39.2% | -52.8% | +13.6% | -41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling