+478.6%
SOXL vs OWL
+0.9%
+477.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +3.7% |
| 7D | +3.9% | -10.1% | +14.0% | +17.7% |
| 30D | -14.3% | -11.9% | -2.4% | -1.7% |
| 3M | -45.6% | +10.7% | -56.3% | -53.8% |
| 6M | +117.2% | +22.1% | +95.1% | +53.0% |
| YTD | +189.8% | -24.8% | +214.6% | +303.6% |
| 1Y | +317.7% | -39.2% | +356.9% | +681.4% |
| 3Y | +478.6% | +1.7% | +476.9% | +689.2% |
| All | +478.6% | +0.9% | +477.7% | +689.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling