+239.6%
JPM vs OWL
+17.3%
+222.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.5% | +1.5% | +2.0% | +3.1% |
| 30D | +3.3% | +13.4% | -10.2% | +0.1% |
| 3M | -4.2% | -21.2% | +17.1% | +0.9% |
| 6M | +16.4% | +4.0% | +12.4% | +14.1% |
| YTD | +9.5% | -29.0% | +38.5% | +16.8% |
| 1Y | +14.0% | -28.4% | +42.4% | +21.0% |
| 3Y | +153.1% | -14.5% | +167.6% | +155.5% |
| 5Y | +134.9% | -21.5% | +156.3% | +125.2% |
| All | +239.6% | +17.3% | +222.3% | +223.5% |
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