+39.1%
OWL vs NVT
+636.6%
-597.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.2% | -8.7% | -6.6% |
| 7D | -3.9% | +10.4% | -14.3% | -8.8% |
| 30D | -3.7% | -1.3% | -2.4% | -3.8% |
| 3M | +21.4% | -0.6% | +22.0% | +19.2% |
| 6M | +18.3% | +53.8% | -35.4% | -10.2% |
| YTD | -20.1% | +60.2% | -80.3% | -41.3% |
| 1Y | -32.8% | +76.8% | -109.6% | -54.0% |
| 3Y | +8.6% | +191.2% | -182.7% | -48.9% |
| 5Y | -4.5% | +430.9% | -435.4% | -68.5% |
| All | +39.1% | +636.6% | -597.5% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling