+1.7%
OWL vs JBL
+195.4%
-193.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.8% | -0.4% |
| 7D | -10.1% | +2.4% | -12.5% | -10.9% |
| 30D | -11.9% | -13.1% | +1.2% | -8.0% |
| 3M | +10.7% | -15.6% | +26.3% | +15.8% |
| 6M | +22.1% | +24.6% | -2.4% | +8.9% |
| YTD | -24.8% | +39.6% | -64.4% | -36.4% |
| 1Y | -39.2% | +48.6% | -87.8% | -50.4% |
| 3Y | +1.7% | +197.3% | -195.5% | -34.7% |
| All | +1.7% | +195.4% | -193.7% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling