-11.0%
SHOP vs OWL
-36.7%
+25.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.8% | +1.3% |
| 7D | -13.2% | -11.9% | -1.3% | -9.2% |
| 30D | -17.0% | -13.7% | -3.3% | -12.5% |
| 3M | +17.0% | +12.3% | +4.8% | +12.7% |
| 6M | -2.1% | +15.0% | -17.1% | -7.5% |
| YTD | -21.4% | -25.7% | +4.4% | -11.3% |
| 1Y | -11.0% | -39.5% | +28.5% | +4.1% |
| All | -11.0% | -36.7% | +25.8% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling