+84.2%
JNJ vs OWL
-15.1%
+99.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | -3.5% | -10.1% | +6.6% | -3.5% |
| 30D | +2.3% | -11.9% | +14.2% | +2.3% |
| 3M | +12.0% | +10.7% | +1.3% | +12.1% |
| 6M | +10.5% | +22.1% | -11.7% | +10.5% |
| YTD | +30.4% | -24.8% | +55.2% | +30.4% |
| 1Y | +52.1% | -39.2% | +91.3% | +52.4% |
| 3Y | +77.8% | +1.7% | +76.1% | +73.5% |
| All | +84.2% | -15.1% | +99.3% | +78.1% |
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 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