+34.6%
OWL vs CAKE
+212.0%
-177.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.1% | -2.2% |
| 7D | -6.4% | -4.6% | -1.8% | -5.1% |
| 30D | -5.0% | -6.6% | +1.6% | -3.3% |
| 3M | +15.4% | +52.9% | -37.5% | -0.1% |
| 6M | +15.5% | +65.7% | -50.3% | -2.9% |
| YTD | -22.7% | +107.8% | -130.5% | -39.9% |
| 1Y | -34.1% | +78.5% | -112.5% | -46.3% |
| 3Y | +5.1% | +266.4% | -261.3% | -31.9% |
| 5Y | -11.5% | +159.6% | -171.1% | -41.8% |
| All | +34.6% | +212.0% | -177.4% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling