-39.2%
OWL vs NVT
+71.6%
-110.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.6% | -3.4% | +0.2% |
| 7D | -10.1% | +4.1% | -14.2% | -11.0% |
| 30D | -11.9% | -5.1% | -6.8% | -11.1% |
| 3M | +10.7% | -1.2% | +11.9% | +9.5% |
| 6M | +22.1% | +46.6% | -24.5% | +9.6% |
| YTD | -24.8% | +60.0% | -84.8% | -34.0% |
| 1Y | -39.2% | +70.8% | -110.0% | -47.3% |
| All | -39.2% | +71.6% | -110.8% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling