+30.9%
OWL vs BTI
+120.3%
-89.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.1% |
| 7D | -10.1% | -0.2% | -9.9% | -10.1% |
| 30D | -11.9% | -1.1% | -10.9% | -11.7% |
| 3M | +10.7% | -8.8% | +19.5% | +12.4% |
| 6M | +22.1% | -4.0% | +26.1% | +22.2% |
| YTD | -24.8% | +0.4% | -25.2% | -25.8% |
| 1Y | -39.2% | +1.9% | -41.1% | -40.3% |
| 3Y | +1.7% | +108.5% | -106.8% | -22.1% |
| 5Y | -15.5% | +118.5% | -134.0% | -36.1% |
| All | +30.9% | +120.3% | -89.4% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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