-0.9%
OWL vs BTDR
+19.6%
-20.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.9% |
| 7D | -10.1% | -3.4% | -6.7% | -9.9% |
| 30D | -11.9% | +32.6% | -44.5% | -14.2% |
| 3M | +10.7% | -32.2% | +43.0% | +13.0% |
| 6M | +22.1% | +52.4% | -30.2% | +15.5% |
| YTD | -24.8% | +6.7% | -31.5% | -27.1% |
| 1Y | -39.2% | -15.2% | -24.0% | -40.8% |
| 3Y | +1.7% | +14.9% | -13.1% | -6.5% |
| 5Y | -15.5% | +20.8% | -36.3% | -20.7% |
| All | -0.9% | +19.6% | -20.5% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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