-23.2%
OWL vs BTSG
+389.4%
-412.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.9% |
| 7D | -10.1% | -3.3% | -6.8% | -9.4% |
| 30D | -11.9% | -1.6% | -10.3% | -11.7% |
| 3M | +10.7% | -6.9% | +17.6% | +11.2% |
| 6M | +22.1% | +42.1% | -20.0% | +7.2% |
| YTD | -24.8% | +56.8% | -81.6% | -36.0% |
| 1Y | -39.2% | +109.8% | -149.0% | -52.5% |
| All | -23.2% | +389.4% | -412.6% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling