-61.5%
JD vs OWL
+27.7%
-89.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.8% | -1.5% |
| 7D | -3.0% | -6.4% | +3.4% | -1.2% |
| 30D | -19.3% | -5.0% | -14.3% | -18.5% |
| 3M | -6.0% | +15.4% | -21.4% | -10.9% |
| 6M | +1.8% | +15.5% | -13.7% | -4.5% |
| YTD | -2.6% | -22.7% | +20.1% | +3.0% |
| 1Y | -17.4% | -34.1% | +16.6% | -9.1% |
| 3Y | -8.6% | +5.1% | -13.7% | -20.1% |
| 5Y | -61.6% | -11.5% | -50.1% | -67.1% |
| All | -61.5% | +27.7% | -89.2% | -68.5% |
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