+30.9%
OWL vs ZBH
-29.4%
+60.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -10.1% | -4.7% | -5.5% | -8.5% |
| 30D | -11.9% | -4.5% | -7.4% | -10.4% |
| 3M | +10.7% | +7.6% | +3.2% | +7.4% |
| 6M | +22.1% | +0.3% | +21.8% | +20.9% |
| YTD | -24.8% | +4.5% | -29.3% | -26.8% |
| 1Y | -39.2% | -9.4% | -29.8% | -38.0% |
| 3Y | +1.7% | -21.5% | +23.2% | +8.5% |
| 5Y | -15.5% | -28.4% | +12.9% | -11.5% |
| All | +30.9% | -29.4% | +60.3% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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