+30.9%
OWL vs QID
-88.7%
+119.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +0.4% |
| 7D | -10.1% | +1.3% | -11.4% | -9.5% |
| 30D | -11.9% | +2.9% | -14.9% | -10.3% |
| 3M | +10.7% | -0.7% | +11.4% | +12.1% |
| 6M | +22.1% | -29.7% | +51.8% | +5.4% |
| YTD | -24.8% | -27.9% | +3.1% | -33.5% |
| 1Y | -39.2% | -34.6% | -4.6% | -48.2% |
| 3Y | +1.7% | -73.5% | +75.3% | -35.7% |
| 5Y | -15.5% | -81.0% | +65.5% | -48.2% |
| All | +30.9% | -88.7% | +119.6% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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