+34.6%
OWL vs UVXY
-99.9%
+134.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -2.7% |
| 7D | -6.4% | +2.3% | -8.7% | -5.9% |
| 30D | -5.0% | -15.0% | +10.0% | -7.6% |
| 3M | +15.4% | -39.8% | +55.2% | +6.5% |
| 6M | +15.5% | -60.0% | +75.5% | +0.6% |
| YTD | -22.7% | -48.8% | +26.2% | -27.6% |
| 1Y | -34.1% | -67.3% | +33.2% | -41.8% |
| 3Y | +5.1% | -94.8% | +99.9% | -14.0% |
| 5Y | -11.5% | -99.7% | +88.2% | -45.1% |
| All | +34.6% | -99.9% | +134.6% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling