+224.1%
SHEL vs OWL
+32.0%
+192.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.1% | +3.1% |
| 7D | +1.9% | -3.9% | +5.9% | +2.4% |
| 30D | +8.7% | -3.7% | +12.3% | +8.9% |
| 3M | +11.0% | +21.4% | -10.4% | +7.8% |
| 6M | +14.6% | +18.3% | -3.8% | +11.1% |
| YTD | +33.3% | -20.1% | +53.4% | +36.2% |
| 1Y | +37.9% | -32.8% | +70.6% | +43.9% |
| 3Y | +69.7% | +8.6% | +61.2% | +62.0% |
| 5Y | +190.2% | -4.5% | +194.6% | +172.9% |
| All | +224.1% | +32.0% | +192.1% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling