+15.0%
OWL vs CAKE
+63.9%
-48.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.7% |
| 7D | -11.9% | -5.6% | -6.3% | -11.4% |
| 30D | -13.7% | -10.5% | -3.2% | -13.1% |
| 3M | +12.3% | +43.6% | -31.4% | +4.9% |
| 6M | +15.0% | +63.0% | -48.0% | +1.7% |
| All | +15.0% | +63.9% | -48.9% | +1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling