+144.5%
QQQ vs OWL
+32.0%
+112.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +1.1% |
| 7D | +1.5% | -3.9% | +5.5% | +2.6% |
| 30D | -0.6% | -3.7% | +3.0% | +0.1% |
| 3M | +0.4% | +21.4% | -21.0% | -5.3% |
| 6M | +20.1% | +18.3% | +1.7% | +13.0% |
| YTD | +17.2% | -20.1% | +37.3% | +22.7% |
| 1Y | +24.7% | -32.8% | +57.5% | +36.3% |
| 3Y | +96.2% | +8.6% | +87.6% | +82.9% |
| 5Y | +94.4% | -4.5% | +98.8% | +76.7% |
| All | +144.5% | +32.0% | +112.5% | +116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling