-20.0%
OWL vs Z
-56.4%
+36.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | +0.4% |
| 7D | -1.2% | -6.5% | +5.3% | +1.1% |
| 30D | +7.6% | -0.1% | +7.7% | +7.2% |
| 3M | -10.7% | -14.1% | +3.5% | -6.4% |
| 6M | +0.9% | -30.1% | +30.9% | +12.7% |
| YTD | -27.3% | -57.5% | +30.2% | -4.8% |
| 1Y | -27.2% | -60.3% | +33.2% | -2.6% |
| 3Y | -11.4% | -21.0% | +9.6% | -12.9% |
| 5Y | -20.0% | -54.9% | +34.9% | -15.0% |
| All | -20.0% | -56.4% | +36.4% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling