-29.7%
OWL vs SPXL
+52.0%
-81.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.1% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | +3.7% | -0.9% | +4.6% | +4.3% |
| 3M | +17.5% | +2.0% | +15.5% | +15.8% |
| 6M | +18.5% | +33.5% | -15.0% | +3.3% |
| YTD | -16.3% | +32.2% | -48.5% | -26.5% |
| 1Y | -29.7% | +48.9% | -78.6% | -42.2% |
| All | -29.7% | +52.0% | -81.7% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 1y: compounded portfolio wealth divided by compounded SPXL 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…
1y analysis · Full analysis span regression · 6 months rolling