+34.6%
OWL vs NVMI
+440.5%
-405.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | -6.4% | +6.9% | -13.3% | -8.4% |
| 30D | -5.0% | -2.8% | -2.1% | -4.4% |
| 3M | +15.4% | -27.3% | +42.8% | +25.2% |
| 6M | +15.5% | -13.7% | +29.2% | +15.6% |
| YTD | -22.7% | +13.8% | -36.5% | -30.3% |
| 1Y | -34.1% | +34.9% | -68.9% | -44.6% |
| 3Y | +5.1% | +213.5% | -208.5% | -41.5% |
| 5Y | -11.5% | +272.5% | -283.9% | -54.4% |
| All | +34.6% | +440.5% | -405.9% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling