+17.8%
JD vs OWL
-13.7%
+31.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +13.4% | -4.9% | +18.3% | +14.2% |
| 30D | +7.7% | +7.8% | -0.1% | +6.0% |
| 3M | -11.3% | -12.7% | +1.4% | -9.8% |
| 6M | -5.1% | -2.8% | -2.3% | -5.9% |
| YTD | +5.0% | -30.1% | +35.1% | +10.4% |
| 1Y | -5.6% | -29.1% | +23.4% | -1.3% |
| 3Y | +17.8% | -12.3% | +30.0% | +2.3% |
| All | +17.8% | -13.7% | +31.4% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling