+7.1%
QLD vs OWL
-27.8%
+34.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -3.8% | +1.1% | -4.9% | -3.8% |
| 30D | -20.5% | +10.0% | -30.6% | -22.8% |
| 3M | -14.6% | -8.7% | -6.0% | -12.2% |
| 6M | -14.7% | +3.1% | -17.8% | -15.9% |
| YTD | +11.2% | -25.6% | +36.8% | +20.2% |
| 1Y | +7.1% | -25.5% | +32.6% | +15.9% |
| All | +7.1% | -27.8% | +34.9% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling