+34.6%
OWL vs BTG
+24.0%
+10.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.5% |
| 7D | -6.4% | +2.4% | -8.8% | -6.8% |
| 30D | -5.0% | +9.5% | -14.5% | -6.6% |
| 3M | +15.4% | +38.5% | -23.1% | +8.3% |
| 6M | +15.5% | +5.6% | +9.8% | +12.8% |
| YTD | -22.7% | +23.9% | -46.6% | -27.1% |
| 1Y | -34.1% | +32.1% | -66.2% | -39.2% |
| 3Y | +5.1% | +103.2% | -98.1% | -13.8% |
| 5Y | -11.5% | +79.7% | -91.2% | -26.5% |
| All | +34.6% | +24.0% | +10.6% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling