-16.9%
OWL vs UVXY
-99.7%
+82.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.8% | +8.0% | -0.2% |
| 7D | -10.1% | +2.8% | -12.9% | -9.5% |
| 30D | -11.9% | -11.4% | -0.6% | -13.8% |
| 3M | +10.7% | -41.5% | +52.2% | +0.6% |
| 6M | +22.1% | -61.0% | +83.2% | +4.2% |
| YTD | -24.8% | -49.8% | +25.0% | -30.4% |
| 1Y | -39.2% | -66.4% | +27.2% | -46.8% |
| 3Y | +1.7% | -94.8% | +96.5% | -19.6% |
| All | -16.9% | -99.7% | +82.8% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling