-4.0%
OWL vs SOXQ
+290.2%
-294.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.4% |
| 7D | -6.4% | +5.2% | -11.6% | -9.0% |
| 30D | -5.0% | -0.5% | -4.5% | -5.1% |
| 3M | +15.4% | -5.6% | +21.0% | +15.6% |
| 6M | +15.5% | +53.0% | -37.5% | -16.4% |
| YTD | -22.7% | +68.8% | -91.4% | -47.5% |
| 1Y | -34.1% | +105.7% | -139.8% | -61.0% |
| 3Y | +5.1% | +240.5% | -235.4% | -57.7% |
| 5Y | -11.5% | +266.8% | -278.2% | -67.4% |
| All | -4.0% | +290.2% | -294.2% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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