+29.3%
OWL vs JBLU
-71.1%
+100.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -11.9% | -4.8% | -7.1% | -10.8% |
| 30D | -13.7% | -24.4% | +10.7% | -7.5% |
| 3M | +12.3% | -4.8% | +17.0% | +12.7% |
| 6M | +15.0% | -0.5% | +15.5% | +12.6% |
| YTD | -25.7% | -3.5% | -22.2% | -27.6% |
| 1Y | -39.5% | -13.6% | -25.9% | -39.5% |
| 3Y | +0.9% | -15.3% | +16.2% | -11.9% |
| 5Y | -16.5% | -70.1% | +53.6% | -4.6% |
| All | +29.3% | -71.1% | +100.4% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling