+65.4%
QBTS vs OWL
+24.2%
+41.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.2% |
| 7D | +1.3% | -10.1% | +11.5% | +6.6% |
| 30D | -19.0% | -11.9% | -7.1% | -14.0% |
| 3M | -29.5% | +10.7% | -40.2% | -33.0% |
| 6M | -11.2% | +22.1% | -33.3% | -18.6% |
| YTD | -35.8% | -24.8% | -11.0% | -27.3% |
| 1Y | +1.7% | -39.2% | +40.9% | +25.1% |
| 3Y | +1,470.1% | +1.7% | +1,468.3% | +1,632.6% |
| 5Y | +72.3% | -15.5% | +87.8% | +91.8% |
| All | +65.4% | +24.2% | +41.1% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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