-12.3%
QBTS vs OWL
+17.2%
-29.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -0.7% |
| 7D | -2.4% | -2.2% | -0.2% | -0.3% |
| 30D | -22.5% | +3.7% | -26.2% | -26.0% |
| 3M | -40.0% | +17.5% | -57.5% | -48.9% |
| 6M | -12.3% | +18.5% | -30.9% | -36.8% |
| All | -12.3% | +17.2% | -29.5% | -36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling