+39.1%
OWL vs QID
-88.9%
+127.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.4% |
| 7D | -3.9% | -2.7% | -1.2% | -5.2% |
| 30D | -3.7% | +1.8% | -5.5% | -2.5% |
| 3M | +21.4% | -2.2% | +23.6% | +22.2% |
| 6M | +18.3% | -32.1% | +50.5% | +0.3% |
| YTD | -20.1% | -28.6% | +8.5% | -29.8% |
| 1Y | -32.8% | -36.3% | +3.5% | -43.5% |
| 3Y | +8.6% | -74.4% | +83.0% | -32.6% |
| 5Y | -4.5% | -80.8% | +76.3% | -41.6% |
| All | +39.1% | -88.9% | +127.9% | -19.8% |
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