+247.9%
SOXX vs OWL
-15.1%
+263.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.6% | +1.3% |
| 7D | +1.4% | -10.1% | +11.5% | +6.3% |
| 30D | -3.6% | -11.9% | +8.4% | +1.7% |
| 3M | -10.2% | +10.7% | -20.9% | -15.4% |
| 6M | +54.2% | +22.1% | +32.1% | +36.0% |
| YTD | +75.2% | -24.8% | +100.0% | +95.2% |
| 1Y | +107.5% | -39.2% | +146.7% | +155.0% |
| 3Y | +226.8% | +1.7% | +225.0% | +196.7% |
| All | +247.9% | -15.1% | +263.0% | +219.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling