-26.6%
OWL vs VXX
-51.0%
+24.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -9.6% | +12.7% | +0.4% |
| 7D | +10.1% | -4.1% | +14.2% | +9.2% |
| 30D | +18.7% | -0.8% | +19.5% | +19.1% |
| 3M | -6.2% | -19.8% | +13.6% | -11.2% |
| 6M | +9.8% | -40.5% | +50.3% | -3.1% |
| YTD | -24.2% | -35.5% | +11.4% | -27.0% |
| 1Y | -26.6% | -51.1% | +24.5% | -33.9% |
| All | -26.6% | -51.0% | +24.5% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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