+0.1%
OWL vs JBHT
+58.3%
-58.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -2.0% |
| 7D | -2.2% | +4.9% | -7.1% | -4.2% |
| 30D | +3.7% | +0.6% | +3.1% | +3.2% |
| 3M | +17.5% | -3.2% | +20.7% | +18.2% |
| 6M | +18.5% | +17.0% | +1.6% | +8.5% |
| YTD | -16.3% | +41.7% | -58.0% | -30.7% |
| 1Y | -29.7% | +90.0% | -119.7% | -50.9% |
| 3Y | +14.2% | +47.0% | -32.8% | -10.7% |
| All | +0.1% | +58.3% | -58.2% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling