+23.6%
OWL vs Z
-76.8%
+100.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -1.0% |
| 7D | +1.5% | +0.8% | +0.7% | +1.3% |
| 30D | +13.4% | +5.2% | +8.2% | +11.6% |
| 3M | -21.2% | -17.0% | -4.2% | -17.5% |
| 6M | +4.0% | -22.7% | +26.7% | +10.6% |
| YTD | -29.0% | -56.3% | +27.3% | -12.9% |
| 1Y | -28.4% | -57.7% | +29.2% | -11.6% |
| 3Y | -14.5% | -16.5% | +2.0% | -14.2% |
| 5Y | -21.5% | -53.4% | +31.9% | -18.4% |
| All | +23.6% | -76.8% | +100.4% | +33.0% |
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