+29.2%
OWL vs Z
-77.1%
+106.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | -2.1% | -13.1% | +10.9% | +1.7% |
| 30D | +11.6% | +5.9% | +5.7% | +9.5% |
| 3M | -13.8% | -13.7% | -0.1% | -10.6% |
| 6M | +7.8% | -27.1% | +35.0% | +16.5% |
| YTD | -25.8% | -56.8% | +31.0% | -8.6% |
| 1Y | -26.5% | -60.2% | +33.7% | -7.7% |
| 3Y | -9.6% | -19.7% | +10.1% | -8.3% |
| 5Y | -20.8% | -53.7% | +32.9% | -17.5% |
| All | +29.2% | -77.1% | +106.3% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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