-12.4%
OWL vs FBTC
+62.5%
-74.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -4.0% |
| 7D | -3.9% | +1.5% | -5.5% | -4.4% |
| 30D | -3.7% | +20.7% | -24.3% | -8.7% |
| 3M | +21.4% | +23.7% | -2.3% | +14.2% |
| 6M | +18.3% | +15.0% | +3.3% | +13.3% |
| YTD | -20.1% | -10.5% | -9.6% | -18.8% |
| 1Y | -32.8% | -30.3% | -2.5% | -27.7% |
| All | -12.4% | +62.5% | -74.9% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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