+45.7%
OWL vs Z
-73.1%
+118.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.2% |
| 7D | -2.2% | -3.0% | +0.8% | -1.4% |
| 30D | +3.7% | -4.2% | +7.9% | +4.8% |
| 3M | +17.5% | -3.7% | +21.2% | +18.2% |
| 6M | +18.5% | -24.5% | +43.1% | +26.9% |
| YTD | -16.3% | -49.3% | +33.0% | -1.0% |
| 1Y | -29.7% | -58.7% | +29.0% | -12.7% |
| 3Y | +14.2% | -34.1% | +48.3% | +21.7% |
| 5Y | +2.5% | -64.5% | +67.0% | +3.2% |
| All | +45.7% | -73.1% | +118.8% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling