-16.9%
OWL vs NVS
+92.9%
-109.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.5% | +1.3% |
| 7D | -10.1% | -14.3% | +4.1% | -6.7% |
| 30D | -11.9% | -10.0% | -2.0% | -9.8% |
| 3M | +10.7% | -10.9% | +21.6% | +13.4% |
| 6M | +22.1% | -12.0% | +34.1% | +25.2% |
| YTD | -24.8% | +2.5% | -27.3% | -26.1% |
| 1Y | -39.2% | +10.7% | -49.9% | -41.6% |
| 3Y | +1.7% | +53.3% | -51.6% | -15.8% |
| All | -16.9% | +92.9% | -109.8% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling