+30.9%
OWL vs JBLU
-71.1%
+102.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -10.1% | -5.0% | -5.2% | -8.9% |
| 30D | -11.9% | -23.9% | +11.9% | -5.8% |
| 3M | +10.7% | -11.6% | +22.4% | +13.3% |
| 6M | +22.1% | -0.2% | +22.4% | +19.5% |
| YTD | -24.8% | -3.3% | -21.5% | -26.7% |
| 1Y | -39.2% | -15.4% | -23.8% | -38.9% |
| 3Y | +1.7% | -14.7% | +16.5% | -11.4% |
| 5Y | -15.5% | -70.0% | +54.5% | -3.4% |
| All | +30.9% | -71.1% | +102.0% | +36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling