-14.5%
OWL vs NXT
+171.4%
-185.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.9% | +2.6% | -3.5% |
| 7D | +0.8% | -6.0% | +6.8% | +1.6% |
| 30D | +7.3% | +5.4% | +1.9% | +6.5% |
| 3M | -16.8% | -9.7% | -7.1% | -16.1% |
| 6M | +4.0% | -25.3% | +29.4% | +6.4% |
| YTD | -29.0% | +7.5% | -36.4% | -30.8% |
| 1Y | -29.7% | -3.0% | -26.6% | -30.8% |
| All | -14.5% | +171.4% | -185.9% | -27.2% |
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