+39.1%
OWL vs QS
-91.0%
+130.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.0% | -6.5% | -4.8% |
| 7D | -3.9% | +2.2% | -6.1% | -4.2% |
| 30D | -3.7% | -8.1% | +4.4% | -2.7% |
| 3M | +21.4% | -27.0% | +48.4% | +25.6% |
| 6M | +18.3% | -16.4% | +34.8% | +19.8% |
| YTD | -20.1% | -46.4% | +26.2% | -14.7% |
| 1Y | -32.8% | -41.1% | +8.3% | -30.3% |
| 3Y | +8.6% | -18.6% | +27.2% | -1.0% |
| 5Y | -4.5% | -73.0% | +68.6% | -9.2% |
| All | +39.1% | -91.0% | +130.1% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded QS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling