+23.6%
OWL vs QID
-87.8%
+111.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | +1.3% |
| 7D | +1.5% | -7.1% | +8.7% | -1.8% |
| 30D | +13.4% | +12.6% | +0.8% | +21.4% |
| 3M | -21.2% | +14.2% | -35.5% | -14.6% |
| 6M | +4.0% | +6.2% | -2.2% | +10.8% |
| YTD | -29.0% | -21.8% | -7.2% | -33.9% |
| 1Y | -28.4% | -23.1% | -5.3% | -33.7% |
| 3Y | -14.5% | -71.3% | +56.8% | -43.5% |
| 5Y | -21.5% | -77.0% | +55.5% | -48.5% |
| All | +23.6% | -87.8% | +111.4% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling