+188.8%
SHEL vs OWL
-15.1%
+203.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | +4.1% | -10.1% | +14.2% | +5.6% |
| 30D | +8.4% | -11.9% | +20.3% | +10.1% |
| 3M | +13.7% | +10.7% | +3.0% | +11.3% |
| 6M | +12.7% | +22.1% | -9.4% | +8.1% |
| YTD | +35.3% | -24.8% | +60.1% | +40.0% |
| 1Y | +39.4% | -39.2% | +78.6% | +49.2% |
| 3Y | +71.5% | +1.7% | +69.7% | +61.3% |
| All | +188.8% | -15.1% | +203.9% | +175.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling