+252.7%
TQQQ vs OWL
+22.7%
+230.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -0.1% |
| 7D | -3.9% | -11.9% | +8.0% | +6.3% |
| 30D | -5.3% | -13.7% | +8.4% | +6.2% |
| 3M | +0.1% | +12.3% | -12.1% | -9.9% |
| 6M | +40.7% | +15.0% | +25.6% | +20.5% |
| YTD | +31.8% | -25.7% | +57.5% | +61.1% |
| 1Y | +48.2% | -39.5% | +87.7% | +112.5% |
| 3Y | +253.6% | +0.9% | +252.7% | +237.1% |
| 5Y | +99.6% | -16.5% | +116.1% | +101.9% |
| All | +252.7% | +22.7% | +230.0% | +230.4% |
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