+92.9%
QQQ vs OWL
+0.9%
+92.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.5% |
| 7D | -0.6% | -10.1% | +9.6% | +2.2% |
| 30D | -1.2% | -11.9% | +10.7% | +1.9% |
| 3M | -0.2% | +10.7% | -10.9% | -3.4% |
| 6M | +17.9% | +22.1% | -4.2% | +10.1% |
| YTD | +16.6% | -24.8% | +41.5% | +24.8% |
| 1Y | +23.0% | -39.2% | +62.2% | +39.8% |
| 3Y | +92.9% | +1.7% | +91.2% | +96.3% |
| All | +92.9% | +0.9% | +92.0% | +96.3% |
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