+11.5%
OWL vs NVD
-99.1%
+110.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.5% | -8.4% | -3.2% |
| 7D | -11.9% | +9.0% | -20.9% | -10.6% |
| 30D | -13.7% | -5.5% | -8.3% | -14.0% |
| 3M | +12.3% | -24.6% | +36.9% | +8.9% |
| 6M | +15.0% | -42.1% | +57.1% | +8.1% |
| YTD | -25.7% | -44.3% | +18.6% | -29.8% |
| 1Y | -39.5% | -54.2% | +14.7% | -43.9% |
| 3Y | +0.9% | -99.1% | +100.0% | -36.3% |
| All | +11.5% | -99.1% | +110.6% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling