+29.3%
OWL vs NYT
+38.1%
-8.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -3.9% | -3.9% |
| 7D | -11.9% | -0.7% | -11.2% | -11.7% |
| 30D | -13.7% | +4.5% | -18.2% | -15.1% |
| 3M | +12.3% | -8.5% | +20.8% | +14.8% |
| 6M | +15.0% | -15.1% | +30.1% | +20.6% |
| YTD | -25.7% | -3.3% | -22.4% | -26.3% |
| 1Y | -39.5% | +17.0% | -56.5% | -44.7% |
| 3Y | +0.9% | +55.7% | -54.7% | -20.3% |
| 5Y | -16.5% | +38.9% | -55.4% | -38.1% |
| All | +29.3% | +38.1% | -8.9% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling