+22.1%
OWL vs VXX
-45.7%
+67.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +0.2% |
| 7D | -10.1% | +2.0% | -12.1% | -9.6% |
| 30D | -11.9% | -7.1% | -4.8% | -13.1% |
| 3M | +10.7% | -28.6% | +39.4% | +4.5% |
| 6M | +22.1% | -44.0% | +66.1% | +13.5% |
| All | +22.1% | -45.7% | +67.8% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling