-4.0%
OWL vs NXT
+168.4%
-172.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.8% |
| 7D | -11.9% | -2.6% | -9.3% | -11.6% |
| 30D | -13.7% | -22.4% | +8.7% | -11.0% |
| 3M | +12.3% | -27.3% | +39.6% | +16.3% |
| 6M | +15.0% | -28.5% | +43.5% | +18.3% |
| YTD | -25.7% | -6.6% | -19.1% | -26.4% |
| 1Y | -39.5% | +20.4% | -59.9% | -41.9% |
| 3Y | +0.9% | +90.9% | -90.0% | -10.4% |
| All | -4.0% | +168.4% | -172.4% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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