+30.9%
OWL vs NYT
+38.8%
-7.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.8% | +1.1% |
| 7D | -10.1% | -0.6% | -9.5% | -9.9% |
| 30D | -11.9% | +4.6% | -16.5% | -13.4% |
| 3M | +10.7% | -9.6% | +20.3% | +13.8% |
| 6M | +22.1% | -14.0% | +36.1% | +27.4% |
| YTD | -24.8% | -2.8% | -22.0% | -25.5% |
| 1Y | -39.2% | +15.6% | -54.8% | -44.1% |
| 3Y | +1.7% | +56.3% | -54.6% | -19.8% |
| 5Y | -15.5% | +39.5% | -55.0% | -37.4% |
| All | +30.9% | +38.8% | -7.9% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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