-89.3%
SQQQ vs OWL
+0.9%
-90.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -1.6% |
| 7D | +1.8% | -10.1% | +11.9% | -6.2% |
| 30D | +4.2% | -11.9% | +16.1% | -4.9% |
| 3M | -3.3% | +10.7% | -14.0% | +8.1% |
| 6M | -43.6% | +22.1% | -65.8% | -30.1% |
| YTD | -41.9% | -24.8% | -17.1% | -51.9% |
| 1Y | -50.6% | -39.2% | -11.4% | -66.0% |
| 3Y | -89.3% | +1.7% | -91.0% | -87.2% |
| All | -89.3% | +0.9% | -90.2% | -87.2% |
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