+75.4%
QBTS vs OWL
-6.9%
+82.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -1.2% |
| 7D | +3.8% | -6.4% | +10.2% | +7.7% |
| 30D | -15.2% | -5.0% | -10.2% | -13.1% |
| 3M | -27.2% | +15.4% | -42.6% | -33.2% |
| 6M | -10.1% | +15.5% | -25.6% | -17.1% |
| YTD | -34.5% | -22.7% | -11.9% | -25.2% |
| 1Y | +6.0% | -34.1% | +40.1% | +30.7% |
| 3Y | +1,779.3% | +5.1% | +1,774.2% | +1,933.8% |
| 5Y | +75.4% | -11.5% | +86.9% | +93.1% |
| All | +75.4% | -6.9% | +82.3% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling