+30.9%
OWL vs BTG
+20.8%
+10.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.2% |
| 7D | -10.1% | -3.8% | -6.4% | -9.5% |
| 30D | -11.9% | +3.6% | -15.6% | -12.6% |
| 3M | +10.7% | +32.0% | -21.3% | +4.8% |
| 6M | +22.1% | +3.4% | +18.8% | +19.7% |
| YTD | -24.8% | +20.8% | -45.6% | -28.8% |
| 1Y | -39.2% | +22.4% | -61.6% | -43.1% |
| 3Y | +1.7% | +91.7% | -90.0% | -15.6% |
| 5Y | -15.5% | +79.0% | -94.5% | -29.6% |
| All | +30.9% | +20.8% | +10.1% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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