+39.1%
OWL vs JBL
+690.0%
-650.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.8% |
| 7D | -3.9% | +4.4% | -8.3% | -5.7% |
| 30D | -3.7% | -8.4% | +4.8% | -0.4% |
| 3M | +21.4% | -14.2% | +35.6% | +27.6% |
| 6M | +18.3% | +29.6% | -11.3% | +0.5% |
| YTD | -20.1% | +37.1% | -57.2% | -34.5% |
| 1Y | -32.8% | +49.5% | -82.3% | -47.9% |
| 3Y | +8.6% | +192.7% | -184.1% | -43.8% |
| 5Y | -4.5% | +411.3% | -415.8% | -65.6% |
| All | +39.1% | +690.0% | -650.9% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling