+21.6%
SHOP vs OWL
+24.2%
-2.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.0% |
| 7D | -11.2% | -10.1% | -1.1% | -5.6% |
| 30D | -14.4% | -11.9% | -2.4% | -7.9% |
| 3M | +16.6% | +10.7% | +5.9% | +8.5% |
| 6M | -0.6% | +22.1% | -22.7% | -14.3% |
| YTD | -20.0% | -24.8% | +4.8% | -8.3% |
| 1Y | -11.2% | -39.2% | +28.0% | +14.1% |
| 3Y | +99.5% | +1.7% | +97.7% | +86.2% |
| 5Y | -13.2% | -15.5% | +2.3% | -19.9% |
| All | +21.6% | +24.2% | -2.6% | +11.2% |
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