-97.7%
SQQQ vs OWL
+24.2%
-121.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -1.6% |
| 7D | +1.8% | -10.1% | +11.9% | -6.5% |
| 30D | +4.2% | -11.9% | +16.1% | -5.3% |
| 3M | -3.3% | +10.7% | -14.0% | +8.4% |
| 6M | -43.6% | +22.1% | -65.8% | -29.8% |
| YTD | -41.9% | -24.8% | -17.1% | -51.1% |
| 1Y | -50.6% | -39.2% | -11.4% | -64.8% |
| 3Y | -89.3% | +1.7% | -91.0% | -84.4% |
| 5Y | -94.8% | -15.5% | -79.3% | -89.4% |
| All | -97.7% | +24.2% | -121.9% | -94.9% |
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 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