+38.6%
SHOP vs OWL
+17.3%
+21.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.7% | +0.8% |
| 7D | +2.1% | +0.8% | +1.3% | +1.5% |
| 30D | -16.8% | +7.3% | -24.2% | -20.6% |
| 3M | -2.4% | -16.8% | +14.4% | +7.6% |
| 6M | +47.0% | +4.0% | +43.0% | +40.4% |
| YTD | -8.8% | -29.0% | +20.2% | +7.1% |
| 1Y | -6.3% | -29.7% | +23.4% | +10.3% |
| 3Y | +139.3% | -13.5% | +152.8% | +144.4% |
| 5Y | -12.1% | -21.5% | +9.4% | -16.7% |
| All | +38.6% | +17.3% | +21.3% | +30.0% |
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