-15.4%
JD vs OWL
-32.5%
+17.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.5% | -1.6% |
| 7D | -0.8% | -3.9% | +3.1% | -0.4% |
| 30D | -16.0% | -3.7% | -12.4% | -15.9% |
| 3M | -3.2% | +21.4% | -24.6% | -6.3% |
| 6M | +6.1% | +18.3% | -12.3% | +1.6% |
| YTD | -0.1% | -20.1% | +20.0% | +0.7% |
| All | -15.4% | -32.5% | +17.2% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling