-29.7%
OWL vs BTSG
+152.4%
-182.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.5% |
| 7D | -2.2% | +2.7% | -5.0% | -2.8% |
| 30D | +3.7% | -3.6% | +7.3% | +4.4% |
| 3M | +17.5% | +5.8% | +11.7% | +13.0% |
| 6M | +18.5% | +44.7% | -26.2% | -1.2% |
| YTD | -16.3% | +62.2% | -78.5% | -34.1% |
| 1Y | -29.7% | +152.1% | -181.8% | -53.4% |
| All | -29.7% | +152.4% | -182.1% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling