+34.6%
OWL vs QSR
+53.3%
-18.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.5% |
| 7D | -6.4% | -2.4% | -4.0% | -5.3% |
| 30D | -5.0% | +5.7% | -10.7% | -7.5% |
| 3M | +15.4% | +6.9% | +8.5% | +11.4% |
| 6M | +15.5% | +6.9% | +8.6% | +11.4% |
| YTD | -22.7% | +14.9% | -37.6% | -28.3% |
| 1Y | -34.1% | +29.1% | -63.2% | -42.6% |
| 3Y | +5.1% | +26.1% | -21.0% | -11.3% |
| 5Y | -11.5% | +42.3% | -53.8% | -36.6% |
| All | +34.6% | +53.3% | -18.7% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling