+257.7%
JCI vs OWL
+38.2%
+219.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +3.8% | -2.2% | +6.1% | +4.4% |
| 30D | -5.7% | +3.7% | -9.4% | -6.8% |
| 3M | -1.4% | +17.5% | -18.9% | -6.0% |
| 6M | +4.1% | +18.5% | -14.4% | -2.0% |
| YTD | +21.7% | -16.3% | +38.1% | +25.6% |
| 1Y | +36.1% | -29.7% | +65.9% | +46.9% |
| 3Y | +154.4% | +14.2% | +140.3% | +138.4% |
| 5Y | +112.0% | +2.5% | +109.5% | +93.1% |
| All | +257.7% | +38.2% | +219.5% | +221.6% |
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