+30.9%
OWL vs ZBRA
-7.8%
+38.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.4% |
| 7D | -10.1% | -3.4% | -6.7% | -8.7% |
| 30D | -11.9% | -7.4% | -4.5% | -8.8% |
| 3M | +10.7% | +57.5% | -46.8% | -12.6% |
| 6M | +22.1% | +64.0% | -41.8% | -6.7% |
| YTD | -24.8% | +44.3% | -69.1% | -39.1% |
| 1Y | -39.2% | +10.9% | -50.1% | -44.2% |
| 3Y | +1.7% | +37.5% | -35.8% | -18.5% |
| 5Y | -15.5% | -39.7% | +24.2% | -13.2% |
| All | +30.9% | -7.8% | +38.7% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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