+69.4%
SHEL vs OWL
+3.8%
+65.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.6% |
| 7D | +3.0% | -6.4% | +9.4% | +3.6% |
| 30D | +7.2% | -5.0% | +12.2% | +7.5% |
| 3M | +12.9% | +15.4% | -2.5% | +10.8% |
| 6M | +13.7% | +15.5% | -1.8% | +11.2% |
| YTD | +33.7% | -22.7% | +56.3% | +37.2% |
| 1Y | +37.9% | -34.1% | +71.9% | +44.2% |
| All | +69.4% | +3.8% | +65.6% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling