+1,366.9%
QBTS vs OWL
-8.9%
+1,375.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.8% |
| 7D | +2.6% | -2.1% | +4.8% | +4.8% |
| 30D | -22.5% | +11.6% | -34.1% | -29.8% |
| 3M | -47.4% | -13.8% | -33.6% | -41.4% |
| 6M | -55.7% | +7.8% | -63.5% | -59.2% |
| YTD | -59.3% | -25.8% | -33.5% | -49.3% |
| 1Y | -63.3% | -26.5% | -36.8% | -53.5% |
| All | +1,366.9% | -8.9% | +1,375.9% | +1,333.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling