+5.2%
OWL vs BTDR
+26.7%
-21.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.3% | -6.9% | -4.7% |
| 7D | -3.9% | +22.4% | -26.4% | -5.6% |
| 30D | -3.7% | +16.5% | -20.1% | -5.3% |
| 3M | +21.4% | -31.5% | +52.9% | +23.7% |
| 6M | +18.3% | +74.0% | -55.7% | +10.7% |
| YTD | -20.1% | +13.0% | -33.1% | -22.9% |
| 1Y | -32.8% | -0.2% | -32.5% | -35.4% |
| 3Y | +8.6% | +9.9% | -1.3% | -0.8% |
| 5Y | -4.5% | +28.1% | -32.6% | -10.6% |
| All | +5.2% | +26.7% | -21.5% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling