-23.5%
TEAM vs OWL
+22.7%
-46.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +3.0% |
| 7D | -7.8% | -11.9% | +4.1% | -1.9% |
| 30D | +16.5% | -13.7% | +30.3% | +25.3% |
| 3M | +96.2% | +12.3% | +83.9% | +85.0% |
| 6M | +130.2% | +15.0% | +115.2% | +112.8% |
| YTD | +10.7% | -25.7% | +36.5% | +25.7% |
| 1Y | +3.0% | -39.5% | +42.5% | +28.0% |
| 3Y | -13.1% | +0.9% | -14.0% | -18.9% |
| 5Y | -52.7% | -16.5% | -36.2% | -56.3% |
| All | -23.5% | +22.7% | -46.2% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded OWL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling