+1.7%
OWL vs NVMI
+207.9%
-206.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +0.8% |
| 7D | -10.1% | -0.1% | -10.0% | -10.1% |
| 30D | -11.9% | -8.4% | -3.5% | -10.1% |
| 3M | +10.7% | -33.6% | +44.3% | +21.5% |
| 6M | +22.1% | -14.7% | +36.8% | +22.4% |
| YTD | -24.8% | +13.2% | -38.0% | -31.2% |
| 1Y | -39.2% | +29.0% | -68.2% | -46.9% |
| 3Y | +1.7% | +215.0% | -213.2% | -37.4% |
| All | +1.7% | +207.9% | -206.1% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 3y: compounded portfolio wealth divided by compounded NVMI 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…
3y analysis · Full analysis span regression · 6 months rolling