-61.3%
JD vs OWL
-3.7%
-57.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.5% | -0.6% |
| 7D | -0.8% | -3.9% | +3.1% | +0.5% |
| 30D | -16.0% | -3.7% | -12.4% | -15.5% |
| 3M | -3.2% | +21.4% | -24.6% | -10.5% |
| 6M | +6.1% | +18.3% | -12.3% | -2.4% |
| YTD | -0.1% | -20.1% | +20.0% | +5.6% |
| 1Y | -12.7% | -32.8% | +20.0% | -2.7% |
| 3Y | -6.3% | +8.6% | -14.9% | -24.5% |
| 5Y | -61.3% | -4.5% | -56.9% | -69.9% |
| All | -61.3% | -3.7% | -57.6% | -69.9% |
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