-26.6%
OWL vs TECK
+59.3%
-85.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +2.1% |
| 7D | +10.1% | +2.3% | +7.9% | +9.5% |
| 30D | +18.7% | -5.0% | +23.8% | +20.1% |
| 3M | -6.2% | -0.3% | -5.9% | -6.4% |
| 6M | +9.8% | +13.9% | -4.1% | +6.5% |
| YTD | -24.2% | +35.2% | -59.4% | -29.3% |
| 1Y | -26.6% | +57.5% | -84.1% | -34.9% |
| All | -26.6% | +59.3% | -85.9% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 1y: compounded portfolio wealth divided by compounded TECK 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…
1y analysis · Full analysis span regression · 6 months rolling