-35.1%
TEAM vs OWL
+17.3%
-52.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +1.9% |
| 7D | -16.9% | +0.8% | -17.7% | -17.3% |
| 30D | -26.8% | +7.3% | -34.1% | -30.0% |
| 3M | -1.9% | -16.8% | +14.9% | +6.0% |
| 6M | +79.2% | +4.0% | +75.1% | +72.7% |
| YTD | -6.1% | -29.0% | +22.9% | +7.5% |
| 1Y | -2.1% | -29.7% | +27.6% | +12.3% |
| 3Y | -13.6% | -13.5% | -0.1% | -13.8% |
| 5Y | -65.8% | -21.5% | -44.3% | -68.0% |
| All | -35.1% | +17.3% | -52.4% | -40.5% |
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