+142.1%
QQQM vs OWL
+22.7%
+119.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | 0.0% |
| 7D | -1.3% | -11.9% | +10.7% | +2.1% |
| 30D | -1.4% | -13.7% | +12.4% | +2.4% |
| 3M | +2.2% | +12.3% | -10.1% | -1.6% |
| 6M | +16.9% | +15.0% | +1.9% | +10.8% |
| YTD | +15.7% | -25.7% | +41.4% | +23.4% |
| 1Y | +22.7% | -39.5% | +62.2% | +38.0% |
| 3Y | +93.9% | +0.9% | +93.0% | +84.3% |
| 5Y | +94.6% | -16.5% | +111.1% | +80.7% |
| All | +142.1% | +22.7% | +119.5% | +118.8% |
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