-16.5%
OWL vs BTDR
+16.5%
-33.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.5% | +2.5% | -3.4% |
| 7D | -11.9% | -3.2% | -8.7% | -11.7% |
| 30D | -13.7% | +32.7% | -46.4% | -16.0% |
| 3M | +12.3% | -28.4% | +40.6% | +14.1% |
| 6M | +15.0% | +51.7% | -36.7% | +8.8% |
| YTD | -25.7% | +2.9% | -28.6% | -27.8% |
| 1Y | -39.5% | -15.5% | -24.0% | -41.1% |
| 3Y | +0.9% | 0.0% | +0.9% | -7.2% |
| 5Y | -16.5% | +16.5% | -33.0% | -27.5% |
| All | -16.5% | +16.5% | -33.0% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling