-16.9%
OWL vs CAKE
+157.8%
-174.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | -10.1% | -4.5% | -5.6% | -8.5% |
| 30D | -11.9% | -12.4% | +0.5% | -7.7% |
| 3M | +10.7% | +37.3% | -26.6% | -3.4% |
| 6M | +22.1% | +70.7% | -48.6% | -3.1% |
| YTD | -24.8% | +106.0% | -130.8% | -45.1% |
| 1Y | -39.2% | +79.7% | -118.8% | -53.2% |
| 3Y | +1.7% | +267.8% | -266.0% | -43.0% |
| All | -16.9% | +157.8% | -174.7% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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