+121.0%
QLD vs OWL
-0.3%
+121.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | +0.6% | -2.2% | +2.8% | +2.0% |
| 30D | -0.1% | +3.7% | -3.8% | -3.0% |
| 3M | -8.4% | +17.5% | -25.9% | -18.2% |
| 6M | +32.2% | +18.5% | +13.7% | +14.7% |
| YTD | +28.9% | -16.3% | +45.2% | +39.8% |
| 1Y | +43.8% | -29.7% | +73.6% | +72.8% |
| 3Y | +176.6% | +14.2% | +162.4% | +120.0% |
| All | +121.0% | -0.3% | +121.4% | +73.9% |
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 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