+30.9%
OWL vs QSR
+53.2%
-22.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -10.1% | -4.0% | -6.1% | -8.4% |
| 30D | -11.9% | +2.8% | -14.7% | -13.1% |
| 3M | +10.7% | +5.1% | +5.6% | +7.8% |
| 6M | +22.1% | +8.8% | +13.3% | +16.8% |
| YTD | -24.8% | +14.8% | -39.6% | -30.3% |
| 1Y | -39.2% | +25.7% | -64.9% | -46.4% |
| 3Y | +1.7% | +27.5% | -25.8% | -14.8% |
| 5Y | -15.5% | +41.3% | -56.8% | -39.4% |
| All | +30.9% | +53.2% | -22.3% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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