+23.6%
OWL vs TECH
-2.1%
+25.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | +7.3% | +0.5% | +6.8% | +7.2% |
| 3M | -16.8% | +1.0% | -17.8% | -17.1% |
| 6M | +4.0% | +54.1% | -50.0% | -11.3% |
| YTD | -29.0% | +24.4% | -53.4% | -35.5% |
| 1Y | -29.7% | +19.3% | -49.0% | -35.3% |
| 3Y | -13.5% | +28.5% | -42.0% | -28.4% |
| 5Y | -21.5% | -41.0% | +19.5% | -18.2% |
| All | +23.6% | -2.1% | +25.7% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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