+29.3%
OWL vs QS
-91.7%
+121.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.9% |
| 7D | -11.9% | -5.0% | -7.0% | -11.3% |
| 30D | -13.7% | -18.3% | +4.6% | -11.5% |
| 3M | +12.3% | -26.0% | +38.3% | +16.0% |
| 6M | +15.0% | -24.0% | +39.1% | +17.9% |
| YTD | -25.7% | -50.3% | +24.6% | -19.9% |
| 1Y | -39.5% | -38.0% | -1.5% | -37.6% |
| 3Y | +0.9% | -24.6% | +25.5% | -7.1% |
| 5Y | -16.5% | -75.4% | +58.9% | -19.9% |
| All | +29.3% | -91.7% | +121.0% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling