-26.6%
OWL vs JBL
+20.8%
-47.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.8% | +7.9% | +3.7% |
| 7D | +10.1% | -11.1% | +21.3% | +11.8% |
| 30D | +18.7% | -14.1% | +32.8% | +21.2% |
| 3M | -6.2% | -23.9% | +17.8% | -2.8% |
| 6M | +9.8% | -24.1% | +33.9% | +12.1% |
| YTD | -24.2% | +13.5% | -37.6% | -27.8% |
| 1Y | -26.6% | +23.7% | -50.3% | -31.5% |
| All | -26.6% | +20.8% | -47.4% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling