+21.7%
OWL vs JBHT
+63.4%
-41.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.5% |
| 7D | -4.9% | -1.6% | -3.3% | -4.3% |
| 30D | +7.8% | -2.3% | +10.1% | +8.7% |
| 3M | -12.7% | -18.5% | +5.8% | -6.2% |
| 6M | -2.8% | -11.3% | +8.5% | -0.1% |
| YTD | -30.1% | +12.6% | -42.6% | -36.0% |
| 1Y | -29.1% | +29.8% | -58.8% | -39.1% |
| 3Y | -12.3% | +28.1% | -40.4% | -27.3% |
| 5Y | -27.5% | +17.7% | -45.2% | -39.1% |
| All | +21.7% | +63.4% | -41.7% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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