-59.7%
JD vs OWL
+38.2%
-97.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.1% |
| 7D | -1.7% | -2.2% | +0.6% | -1.1% |
| 30D | -13.2% | +3.7% | -16.8% | -14.5% |
| 3M | -3.2% | +17.5% | -20.7% | -8.6% |
| 6M | +15.2% | +18.5% | -3.3% | +7.3% |
| YTD | +2.0% | -16.3% | +18.3% | +5.4% |
| 1Y | -5.4% | -29.7% | +24.3% | +2.3% |
| 3Y | -9.1% | +14.2% | -23.3% | -22.5% |
| 5Y | -59.6% | +2.5% | -62.1% | -66.3% |
| All | -59.7% | +38.2% | -97.9% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling