+244.8%
JCI vs OWL
+17.3%
+227.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +3.2% | +1.5% | +1.6% | +2.8% |
| 30D | -8.6% | +13.4% | -22.0% | -11.8% |
| 3M | -7.7% | -21.2% | +13.5% | -2.5% |
| 6M | -2.6% | +4.0% | -6.6% | -5.0% |
| YTD | +17.4% | -29.0% | +46.4% | +25.7% |
| 1Y | +16.9% | -28.4% | +45.3% | +24.6% |
| 3Y | +186.7% | -14.5% | +201.3% | +188.4% |
| 5Y | +95.4% | -21.5% | +116.8% | +85.6% |
| All | +244.8% | +17.3% | +227.5% | +221.9% |
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