+110.3%
JCI vs OWL
-6.9%
+117.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | 0.0% |
| 7D | +4.1% | -6.4% | +10.5% | +6.1% |
| 30D | -3.8% | -5.0% | +1.2% | -2.7% |
| 3M | -1.6% | +15.4% | -17.1% | -6.6% |
| 6M | +9.5% | +15.5% | -6.0% | +2.5% |
| YTD | +21.7% | -22.7% | +44.4% | +29.4% |
| 1Y | +37.1% | -34.1% | +71.2% | +52.9% |
| 3Y | +165.2% | +5.1% | +160.1% | +145.4% |
| 5Y | +110.3% | -11.5% | +121.8% | +87.2% |
| All | +110.3% | -6.9% | +117.1% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling