-39.2%
OWL vs BTSG
+113.2%
-152.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.9% |
| 7D | -10.1% | -3.3% | -6.8% | -9.5% |
| 30D | -11.9% | -1.6% | -10.3% | -11.7% |
| 3M | +10.7% | -6.9% | +17.6% | +10.4% |
| 6M | +22.1% | +42.1% | -20.0% | +2.1% |
| YTD | -24.8% | +56.8% | -81.6% | -40.1% |
| 1Y | -39.2% | +109.8% | -149.0% | -57.4% |
| All | -39.2% | +113.2% | -152.4% | -57.4% |
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