+247.7%
JPM vs OWL
+24.2%
+223.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.5% |
| 7D | -0.7% | -10.1% | +9.5% | +1.8% |
| 30D | -2.5% | -11.9% | +9.5% | +0.3% |
| 3M | +14.1% | +10.7% | +3.4% | +10.8% |
| 6M | +25.1% | +22.1% | +3.0% | +17.5% |
| YTD | +12.1% | -24.8% | +36.9% | +18.4% |
| 1Y | +18.8% | -39.2% | +58.0% | +31.5% |
| 3Y | +163.4% | +1.7% | +161.7% | +155.9% |
| 5Y | +156.5% | -15.5% | +172.0% | +143.2% |
| All | +247.7% | +24.2% | +223.5% | +227.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling