+30.9%
OWL vs NVS
+88.3%
-57.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -10.1% | -14.3% | +4.1% | -6.9% |
| 30D | -11.9% | -10.0% | -2.0% | -9.9% |
| 3M | +10.7% | -10.9% | +21.6% | +13.3% |
| 6M | +22.1% | -12.0% | +34.1% | +25.1% |
| YTD | -24.8% | +2.5% | -27.3% | -26.0% |
| 1Y | -39.2% | +10.7% | -49.9% | -41.4% |
| 3Y | +1.7% | +53.3% | -51.6% | -14.0% |
| 5Y | -15.5% | +93.6% | -109.1% | -39.1% |
| All | +30.9% | +88.3% | -57.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling