+240.1%
QLD vs OWL
+32.0%
+208.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +2.3% |
| 7D | +3.0% | -3.9% | +6.9% | +5.2% |
| 30D | -1.8% | -3.7% | +1.8% | -0.3% |
| 3M | -1.8% | +21.4% | -23.2% | -12.5% |
| 6M | +36.9% | +18.3% | +18.5% | +21.4% |
| YTD | +28.7% | -20.1% | +48.8% | +41.3% |
| 1Y | +41.9% | -32.8% | +74.7% | +69.7% |
| 3Y | +184.2% | +8.6% | +175.6% | +155.4% |
| 5Y | +122.1% | -4.5% | +126.6% | +98.2% |
| All | +240.1% | +32.0% | +208.1% | +189.6% |
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