-24.3%
TEAM vs OWL
+27.7%
-52.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +2.3% |
| 7D | -4.7% | -6.4% | +1.7% | -1.5% |
| 30D | +17.0% | -5.0% | +22.0% | +20.1% |
| 3M | +85.9% | +15.4% | +70.5% | +73.1% |
| 6M | +116.7% | +15.5% | +101.2% | +100.1% |
| YTD | +9.6% | -22.7% | +32.3% | +22.1% |
| 1Y | -2.5% | -34.1% | +31.5% | +16.0% |
| 3Y | -14.0% | +5.1% | -19.0% | -21.2% |
| 5Y | -53.1% | -11.5% | -41.6% | -57.4% |
| All | -24.3% | +27.7% | -52.0% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling