+1,500.0%
QBTS vs OWL
+3.8%
+1,496.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -0.4% |
| 7D | +3.8% | -6.4% | +10.2% | +9.3% |
| 30D | -15.2% | -5.0% | -10.2% | -12.5% |
| 3M | -27.2% | +15.4% | -42.6% | -36.1% |
| 6M | -10.1% | +15.5% | -25.6% | -20.8% |
| YTD | -34.5% | -22.7% | -11.9% | -20.8% |
| 1Y | +6.0% | -34.1% | +40.1% | +43.1% |
| All | +1,500.0% | +3.8% | +1,496.2% | +1,493.8% |
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