-29.7%
OWL vs Z
-61.0%
+31.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.4% |
| 7D | +0.8% | -4.9% | +5.7% | +2.7% |
| 30D | +7.3% | +3.0% | +4.4% | +5.9% |
| 3M | -16.8% | -13.4% | -3.4% | -12.6% |
| 6M | +4.0% | -27.3% | +31.3% | +16.0% |
| YTD | -29.0% | -57.8% | +28.8% | -7.2% |
| 1Y | -29.7% | -60.0% | +30.4% | -6.9% |
| All | -29.7% | -61.0% | +31.4% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling