-18.4%
OWL vs BTSG
+421.3%
-439.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -5.2% |
| 7D | -3.9% | +5.7% | -9.7% | -5.3% |
| 30D | -3.7% | +0.2% | -3.9% | -4.0% |
| 3M | +21.4% | +5.6% | +15.8% | +18.0% |
| 6M | +18.3% | +50.8% | -32.4% | +2.4% |
| YTD | -20.1% | +67.0% | -87.2% | -33.1% |
| 1Y | -32.8% | +145.5% | -178.3% | -49.6% |
| All | -18.4% | +421.3% | -439.7% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling