+317.7%
SOXL vs OWL
-38.6%
+356.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +4.4% |
| 7D | +3.9% | -10.1% | +14.0% | +11.5% |
| 30D | -14.3% | -11.9% | -2.4% | -7.2% |
| 3M | -45.6% | +10.7% | -56.3% | -49.8% |
| 6M | +117.2% | +22.1% | +95.1% | +82.5% |
| YTD | +189.8% | -24.8% | +214.6% | +277.4% |
| 1Y | +317.7% | -39.2% | +356.9% | +511.3% |
| All | +317.7% | -38.6% | +356.4% | +511.3% |
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