-19.2%
TEAM vs OWL
+38.2%
-57.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.2% |
| 7D | -0.4% | -2.2% | +1.8% | +0.7% |
| 30D | +67.3% | +3.7% | +63.6% | +65.1% |
| 3M | +86.8% | +17.5% | +69.3% | +72.2% |
| 6M | +146.8% | +18.5% | +128.3% | +124.7% |
| YTD | +16.9% | -16.3% | +33.3% | +25.2% |
| 1Y | +12.8% | -29.7% | +42.5% | +30.0% |
| 3Y | -7.3% | +14.2% | -21.4% | -18.5% |
| 5Y | -50.7% | +2.5% | -53.2% | -57.1% |
| All | -19.2% | +38.2% | -57.4% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling