-57.1%
JD vs OWL
-27.6%
-29.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +13.4% | -4.9% | +18.3% | +14.9% |
| 30D | +7.7% | +7.8% | -0.1% | +4.5% |
| 3M | -11.3% | -12.7% | +1.4% | -8.5% |
| 6M | -5.1% | -2.8% | -2.3% | -6.6% |
| YTD | +5.0% | -30.1% | +35.1% | +15.2% |
| 1Y | -5.6% | -29.1% | +23.4% | +2.5% |
| 3Y | +17.8% | -12.3% | +30.0% | +2.7% |
| All | -57.1% | -27.6% | -29.5% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling