+55.9%
SOXL vs OWL
-28.0%
+83.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.1% | -11.9% | -10.5% |
| 7D | -37.9% | +10.1% | -48.0% | -41.8% |
| 30D | -59.4% | +18.7% | -78.1% | -64.1% |
| 3M | -52.3% | -6.2% | -46.1% | -51.0% |
| 6M | -47.7% | +9.8% | -57.5% | -51.7% |
| YTD | +58.8% | -24.2% | +82.9% | +113.5% |
| 1Y | +55.9% | -26.6% | +82.5% | +117.3% |
| All | +55.9% | -28.0% | +83.9% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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