+30.9%
OWL vs NVT
+635.7%
-604.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | -1.1% |
| 7D | -10.1% | +4.1% | -14.2% | -12.0% |
| 30D | -11.9% | -5.1% | -6.8% | -10.2% |
| 3M | +10.7% | -1.2% | +11.9% | +9.1% |
| 6M | +22.1% | +46.6% | -24.5% | -4.7% |
| YTD | -24.8% | +60.0% | -84.8% | -44.7% |
| 1Y | -39.2% | +70.8% | -110.0% | -57.6% |
| 3Y | +1.7% | +187.5% | -185.8% | -51.7% |
| 5Y | -15.5% | +426.1% | -441.6% | -72.1% |
| All | +30.9% | +635.7% | -604.8% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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