+144.3%
QQQM vs OWL
+24.2%
+120.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.5% |
| 7D | -0.6% | -10.1% | +9.6% | +2.3% |
| 30D | -1.2% | -11.9% | +10.7% | +2.0% |
| 3M | -0.1% | +10.7% | -10.8% | -3.4% |
| 6M | +18.0% | +22.1% | -4.2% | +10.0% |
| YTD | +16.7% | -24.8% | +41.5% | +24.1% |
| 1Y | +23.0% | -39.2% | +62.2% | +38.3% |
| 3Y | +93.3% | +1.7% | +91.6% | +83.4% |
| 5Y | +96.3% | -15.5% | +111.8% | +81.7% |
| All | +144.3% | +24.2% | +120.1% | +120.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling