+8.1%
OWL vs NXT
+178.8%
-170.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | -2.2% | -1.1% | -1.1% | -2.1% |
| 30D | +3.7% | -15.3% | +19.0% | +5.8% |
| 3M | +17.5% | -43.8% | +61.3% | +25.2% |
| 6M | +18.5% | -18.7% | +37.2% | +20.0% |
| YTD | -16.3% | -3.0% | -13.3% | -17.5% |
| 1Y | -29.7% | +22.7% | -52.5% | -32.8% |
| 3Y | +14.2% | +95.9% | -81.8% | +1.1% |
| All | +8.1% | +178.8% | -170.7% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling