+153.8%
QLD vs OWL
-8.9%
+162.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | -1.2% | -2.1% | +1.0% | +0.3% |
| 30D | -15.7% | +11.6% | -27.3% | -20.7% |
| 3M | -10.0% | -13.8% | +3.8% | -3.4% |
| 6M | -11.2% | +7.8% | -19.1% | -16.3% |
| YTD | +16.4% | -25.8% | +42.1% | +34.3% |
| 1Y | +12.7% | -26.5% | +39.2% | +30.2% |
| All | +153.8% | -8.9% | +162.7% | +171.1% |
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 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