+8.6%
OWL vs NXT
+100.2%
-91.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.6% |
| 7D | -3.9% | +2.9% | -6.8% | -4.2% |
| 30D | -3.7% | -17.2% | +13.6% | -1.7% |
| 3M | +21.4% | -32.0% | +53.4% | +25.9% |
| 6M | +18.3% | -15.8% | +34.1% | +19.3% |
| YTD | -20.1% | -1.9% | -18.2% | -21.0% |
| 1Y | -32.8% | +22.5% | -55.3% | -35.0% |
| 3Y | +8.6% | +100.5% | -92.0% | +0.2% |
| All | +8.6% | +100.2% | -91.6% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling