+252.5%
JCI vs OWL
+22.7%
+229.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | -0.4% |
| 7D | +0.4% | -11.9% | +12.3% | +3.7% |
| 30D | -7.7% | -13.7% | +6.0% | -4.4% |
| 3M | +2.8% | +12.3% | -9.5% | -1.0% |
| 6M | +7.2% | +15.0% | -7.8% | +1.4% |
| YTD | +20.0% | -25.7% | +45.7% | +27.5% |
| 1Y | +33.3% | -39.5% | +72.7% | +49.6% |
| 3Y | +161.3% | +0.9% | +160.4% | +152.6% |
| 5Y | +108.8% | -16.5% | +125.3% | +96.6% |
| All | +252.5% | +22.7% | +229.8% | +226.5% |
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