+261.7%
TQQQ vs OWL
+24.2%
+237.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +1.5% |
| 7D | -1.9% | -10.1% | +8.2% | +6.8% |
| 30D | -4.9% | -11.9% | +7.1% | +4.9% |
| 3M | -6.4% | +10.7% | -17.1% | -15.0% |
| 6M | +44.4% | +22.1% | +22.3% | +17.8% |
| YTD | +35.2% | -24.8% | +60.0% | +63.6% |
| 1Y | +49.5% | -39.2% | +88.7% | +113.6% |
| 3Y | +250.7% | +1.7% | +249.0% | +232.1% |
| 5Y | +104.7% | -15.5% | +120.2% | +105.0% |
| All | +261.7% | +24.2% | +237.5% | +235.5% |
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