-29.7%
OWL vs UVXY
-70.9%
+41.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.6% |
| 7D | -2.2% | -5.0% | +2.7% | -3.2% |
| 30D | +3.7% | -20.5% | +24.2% | -0.8% |
| 3M | +17.5% | -36.6% | +54.1% | +9.0% |
| 6M | +18.5% | -56.9% | +75.5% | +6.7% |
| YTD | -16.3% | -51.2% | +34.9% | -20.5% |
| 1Y | -29.7% | -69.8% | +40.1% | -38.2% |
| All | -29.7% | -70.9% | +41.1% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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