+229.0%
SHEL vs OWL
+24.2%
+204.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | +4.1% | -10.1% | +14.2% | +5.4% |
| 30D | +8.4% | -11.9% | +20.3% | +9.9% |
| 3M | +13.7% | +10.7% | +3.0% | +11.7% |
| 6M | +12.7% | +22.1% | -9.4% | +8.7% |
| YTD | +35.3% | -24.8% | +60.1% | +39.2% |
| 1Y | +39.4% | -39.2% | +78.6% | +47.5% |
| 3Y | +71.5% | +1.7% | +69.7% | +64.9% |
| 5Y | +195.0% | -15.5% | +210.5% | +179.8% |
| All | +229.0% | +24.2% | +204.8% | +202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling