+39.1%
OWL vs SPXS
-93.1%
+132.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -3.7% |
| 7D | -3.9% | -1.5% | -2.4% | -4.6% |
| 30D | -3.7% | +3.7% | -7.3% | -1.6% |
| 3M | +21.4% | -9.6% | +31.0% | +17.4% |
| 6M | +18.3% | -32.4% | +50.7% | +1.0% |
| YTD | -20.1% | -28.7% | +8.6% | -29.1% |
| 1Y | -32.8% | -38.1% | +5.3% | -43.5% |
| 3Y | +8.6% | -80.1% | +88.7% | -35.9% |
| 5Y | -4.5% | -85.9% | +81.5% | -41.3% |
| All | +39.1% | -93.1% | +132.1% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling