+39.1%
OWL vs JAAA
+28.6%
+10.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -3.9% | +0.1% | -4.0% | -4.2% |
| 30D | -3.7% | +0.5% | -4.1% | -5.0% |
| 3M | +21.4% | +1.2% | +20.2% | +17.1% |
| 6M | +18.3% | +2.8% | +15.5% | +9.0% |
| YTD | -20.1% | +3.2% | -23.3% | -27.0% |
| 1Y | -32.8% | +4.8% | -37.6% | -41.2% |
| 3Y | +8.6% | +19.0% | -10.4% | -19.0% |
| 5Y | -4.5% | +26.8% | -31.3% | -38.1% |
| All | +39.1% | +28.6% | +10.5% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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