+39.1%
OWL vs SPXL
+332.9%
-293.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.7% |
| 7D | -3.9% | +1.5% | -5.4% | -4.6% |
| 30D | -3.7% | -3.7% | 0.0% | -1.8% |
| 3M | +21.4% | +8.1% | +13.3% | +16.6% |
| 6M | +18.3% | +39.0% | -20.7% | -0.3% |
| YTD | -20.1% | +29.9% | -50.0% | -30.3% |
| 1Y | -32.8% | +46.6% | -79.4% | -44.9% |
| 3Y | +8.6% | +230.5% | -222.0% | -41.2% |
| 5Y | -4.5% | +140.2% | -144.6% | -46.9% |
| All | +39.1% | +332.9% | -293.8% | -30.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling