-16.9%
OWL vs JBLU
-70.3%
+53.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.5% |
| 3M | +10.7% | -11.6% | +22.4% | +13.4% |
| 6M | +22.1% | -0.2% | +22.4% | +19.3% |
| YTD | -24.8% | -3.3% | -21.5% | -26.9% |
| 1Y | -39.2% | -15.4% | -23.8% | -38.9% |
| 3Y | +1.7% | -14.7% | +16.5% | -13.4% |
| All | -16.9% | -70.3% | +53.4% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling