+1.7%
OWL vs BTG
+94.8%
-93.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.2% |
| 7D | -10.1% | -3.8% | -6.4% | -9.6% |
| 30D | -11.9% | +3.6% | -15.6% | -12.5% |
| 3M | +10.7% | +32.0% | -21.3% | +5.5% |
| 6M | +22.1% | +3.4% | +18.8% | +20.0% |
| YTD | -24.8% | +20.8% | -45.6% | -28.2% |
| 1Y | -39.2% | +22.4% | -61.6% | -42.7% |
| 3Y | +1.7% | +91.7% | -90.0% | -13.7% |
| All | +1.7% | +94.8% | -93.1% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling