+19.9%
OWL vs NVD
-99.2%
+119.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.9% | -8.4% | -3.9% |
| 7D | -3.9% | -7.7% | +3.7% | -5.1% |
| 30D | -3.7% | -5.8% | +2.1% | -4.0% |
| 3M | +21.4% | -23.2% | +44.6% | +18.2% |
| 6M | +18.3% | -49.7% | +68.1% | +8.6% |
| YTD | -20.1% | -47.7% | +27.6% | -25.3% |
| 1Y | -32.8% | -61.3% | +28.6% | -39.4% |
| 3Y | +8.6% | -99.2% | +107.7% | -32.2% |
| All | +19.9% | -99.2% | +119.1% | -25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling