+22.6%
OWL vs JBHT
+64.5%
-41.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.6% | -3.6% | -5.8% |
| 7D | -5.0% | -1.4% | -3.6% | -4.4% |
| 30D | +9.0% | -3.1% | +12.1% | +10.3% |
| 3M | -12.7% | -19.5% | +6.8% | -5.8% |
| 6M | -4.0% | -9.6% | +5.5% | -2.2% |
| YTD | -29.6% | +13.3% | -42.9% | -35.7% |
| 1Y | -31.9% | +29.7% | -61.6% | -41.5% |
| 3Y | -13.1% | +28.3% | -41.4% | -28.0% |
| 5Y | -27.0% | +18.5% | -45.5% | -38.8% |
| All | +22.6% | +64.5% | -41.9% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling