+39.1%
OWL vs ZBRA
-7.2%
+46.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -3.2% |
| 7D | -3.9% | +2.6% | -6.5% | -5.0% |
| 30D | -3.7% | -6.4% | +2.7% | -0.8% |
| 3M | +21.4% | +51.3% | -29.9% | -2.4% |
| 6M | +18.3% | +60.5% | -42.2% | -8.6% |
| YTD | -20.1% | +45.2% | -65.3% | -35.5% |
| 1Y | -32.8% | +12.3% | -45.1% | -38.8% |
| 3Y | +8.6% | +37.5% | -29.0% | -13.1% |
| 5Y | -4.5% | -39.2% | +34.7% | -2.1% |
| All | +39.1% | -7.2% | +46.3% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling