+250.1%
JPM vs OWL
+38.2%
+211.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.8% |
| 7D | +0.3% | -2.2% | +2.5% | +0.8% |
| 30D | -0.2% | +3.7% | -3.9% | -1.2% |
| 3M | +15.9% | +17.5% | -1.6% | +10.9% |
| 6M | +20.9% | +18.5% | +2.4% | +14.7% |
| YTD | +12.9% | -16.3% | +29.2% | +16.3% |
| 1Y | +20.3% | -29.7% | +50.0% | +28.6% |
| 3Y | +160.9% | +14.2% | +146.8% | +146.9% |
| 5Y | +154.8% | +2.5% | +152.3% | +135.2% |
| All | +250.1% | +38.2% | +211.9% | +221.9% |
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 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