+23.6%
OWL vs JBHT
+71.4%
-47.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +0.8% | +4.2% | -3.4% | -0.7% |
| 30D | +7.3% | -0.4% | +7.7% | +7.4% |
| 3M | -16.8% | -17.3% | +0.5% | -11.1% |
| 6M | +4.0% | -3.5% | +7.5% | +3.3% |
| YTD | -29.0% | +18.0% | -47.0% | -36.1% |
| 1Y | -29.7% | +35.5% | -65.2% | -40.6% |
| 3Y | -13.5% | +34.8% | -48.3% | -29.7% |
| 5Y | -21.5% | +19.7% | -41.2% | -35.2% |
| All | +23.6% | +71.4% | -47.8% | +4.7% |
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