-16.5%
OWL vs BTI
+116.2%
-132.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -4.9% | -4.1% |
| 7D | -11.9% | -2.0% | -9.9% | -11.6% |
| 30D | -13.7% | -3.4% | -10.3% | -13.2% |
| 3M | +12.3% | -9.0% | +21.2% | +13.9% |
| 6M | +15.0% | -5.0% | +20.0% | +15.3% |
| YTD | -25.7% | -0.3% | -25.4% | -26.6% |
| 1Y | -39.5% | +3.1% | -42.6% | -40.8% |
| 3Y | +0.9% | +111.0% | -110.0% | -24.3% |
| 5Y | -16.5% | +117.0% | -133.6% | -38.9% |
| All | -16.5% | +116.2% | -132.7% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling