+34.6%
OWL vs SHAK
-27.6%
+62.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -1.6% |
| 7D | -6.4% | -7.2% | +0.8% | -4.7% |
| 30D | -5.0% | -11.8% | +6.8% | -2.1% |
| 3M | +15.4% | +17.2% | -1.7% | +10.5% |
| 6M | +15.5% | -34.1% | +49.6% | +24.6% |
| YTD | -22.7% | -22.4% | -0.3% | -20.2% |
| 1Y | -34.1% | -35.9% | +1.9% | -29.0% |
| 3Y | +5.1% | -3.4% | +8.4% | -2.1% |
| 5Y | -11.5% | -25.4% | +14.0% | -20.9% |
| All | +34.6% | -27.6% | +62.2% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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