+34.6%
OWL vs Z
-75.0%
+109.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -6.4% | -7.1% | +0.7% | -4.5% |
| 30D | -5.0% | -4.8% | -0.2% | -3.7% |
| 3M | +15.4% | -9.3% | +24.8% | +18.0% |
| 6M | +15.5% | -29.0% | +44.5% | +25.8% |
| YTD | -22.7% | -52.9% | +30.2% | -6.6% |
| 1Y | -34.1% | -63.1% | +29.1% | -15.5% |
| 3Y | +5.1% | -36.9% | +41.9% | +13.4% |
| 5Y | -11.5% | -65.5% | +54.0% | -9.0% |
| All | +34.6% | -75.0% | +109.6% | +42.4% |
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