-7.2%
JD vs OWL
-25.6%
+18.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +5.2% | +1.1% | +4.1% | +5.0% |
| 30D | +4.5% | +10.0% | -5.5% | +3.2% |
| 3M | -15.4% | -8.7% | -6.8% | -14.9% |
| 6M | -6.0% | +3.1% | -9.2% | -7.6% |
| YTD | +2.2% | -25.6% | +27.8% | +5.8% |
| All | -7.2% | -25.6% | +18.4% | -4.1% |
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