+34.6%
OWL vs IJH
+78.7%
-44.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -1.9% |
| 7D | -6.4% | -0.7% | -5.6% | -5.4% |
| 30D | -5.0% | -3.8% | -1.1% | -0.1% |
| 3M | +15.4% | 0.0% | +15.4% | +15.7% |
| 6M | +15.5% | +8.8% | +6.7% | +4.0% |
| YTD | -22.7% | +13.5% | -36.2% | -33.8% |
| 1Y | -34.1% | +15.4% | -49.5% | -44.5% |
| 3Y | +5.1% | +50.9% | -45.8% | -34.4% |
| 5Y | -11.5% | +47.8% | -59.3% | -43.5% |
| All | +34.6% | +78.7% | -44.0% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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