-26.6%
OWL vs JBLU
-12.5%
-14.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.9% | -8.9% | +0.6% |
| 7D | +10.1% | +24.9% | -14.8% | +5.0% |
| 30D | +18.7% | -12.3% | +31.0% | +22.1% |
| 3M | -6.2% | -44.5% | +38.3% | +6.6% |
| 6M | +9.8% | -25.7% | +35.5% | +16.5% |
| YTD | -24.2% | -21.8% | -2.4% | -23.6% |
| 1Y | -26.6% | -12.7% | -13.8% | -32.3% |
| All | -26.6% | -12.5% | -14.0% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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