-16.9%
OWL vs SPXS
-86.0%
+69.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.7% | 0.0% |
| 7D | -10.1% | +2.5% | -12.6% | -8.8% |
| 30D | -11.9% | +4.2% | -16.1% | -9.6% |
| 3M | +10.7% | -9.3% | +20.0% | +7.0% |
| 6M | +22.1% | -30.7% | +52.8% | +4.7% |
| YTD | -24.8% | -28.1% | +3.3% | -33.4% |
| 1Y | -39.2% | -35.1% | -4.1% | -48.1% |
| 3Y | +1.7% | -79.6% | +81.3% | -41.4% |
| All | -16.9% | -86.0% | +69.1% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 5y: compounded portfolio wealth divided by compounded SPXS 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…
5y analysis · Full analysis span regression · 6 months rolling