-19.3%
OWL vs JBHT
+20.5%
-39.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.1% | +2.5% | +4.3% |
| 7D | -2.4% | +0.2% | -2.6% | -2.3% |
| 30D | +9.3% | -2.2% | +11.4% | +10.2% |
| 3M | -11.0% | -16.5% | +5.5% | -4.7% |
| 6M | +2.4% | -8.4% | +10.9% | +4.0% |
| YTD | -26.2% | +16.1% | -42.2% | -34.1% |
| 1Y | -27.4% | +31.9% | -59.4% | -39.5% |
| 3Y | -8.7% | +34.1% | -42.8% | -28.5% |
| 5Y | -19.3% | +20.1% | -39.4% | -35.8% |
| All | -19.3% | +20.5% | -39.9% | -35.8% |
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