+39.1%
OWL vs NVS
+89.0%
-50.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -13.9% | +9.4% | -1.2% |
| 7D | -3.9% | -14.6% | +10.7% | -0.4% |
| 30D | -3.7% | -11.9% | +8.3% | -1.0% |
| 3M | +21.4% | -6.0% | +27.3% | +22.4% |
| 6M | +18.3% | -11.4% | +29.7% | +21.0% |
| YTD | -20.1% | +2.9% | -23.0% | -21.4% |
| 1Y | -32.8% | +10.2% | -43.0% | -35.2% |
| 3Y | +8.6% | +55.3% | -46.8% | -8.7% |
| 5Y | -4.5% | +89.6% | -94.1% | -31.0% |
| All | +39.1% | +89.0% | -50.0% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling