+19.7%
SHOP vs OWL
+27.7%
-8.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.2% | -3.6% |
| 7D | -10.6% | -6.4% | -4.3% | -7.0% |
| 30D | -18.3% | -5.0% | -13.3% | -15.9% |
| 3M | +14.8% | +15.4% | -0.6% | +4.4% |
| 6M | -5.0% | +15.5% | -20.5% | -15.3% |
| YTD | -21.2% | -22.7% | +1.4% | -11.1% |
| 1Y | -11.6% | -34.1% | +22.5% | +8.1% |
| 3Y | +101.2% | +5.1% | +96.1% | +84.5% |
| 5Y | -15.7% | -11.5% | -4.2% | -23.3% |
| All | +19.7% | +27.7% | -8.0% | +7.8% |
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 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