+4.0%
OWL vs Z
-28.8%
+32.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.4% |
| 7D | +0.8% | -4.9% | +5.7% | +2.8% |
| 30D | +7.3% | +3.0% | +4.4% | +6.2% |
| 3M | -16.8% | -13.4% | -3.4% | -11.9% |
| 6M | +4.0% | -27.3% | +31.3% | +23.1% |
| All | +4.0% | -28.8% | +32.8% | +23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling