+30.9%
OWL vs ZCMD
-100.0%
+130.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.1% | +8.3% | +1.2% |
| 7D | -10.1% | -5.4% | -4.7% | -10.1% |
| 30D | -11.9% | -24.8% | +12.9% | -11.9% |
| 3M | +10.7% | -62.8% | +73.5% | +10.2% |
| 6M | +22.1% | -99.5% | +121.7% | +20.8% |
| YTD | -24.8% | -99.8% | +75.0% | -25.6% |
| 1Y | -39.2% | -99.9% | +60.7% | -40.2% |
| 3Y | +1.7% | -100.0% | +101.7% | -1.4% |
| 5Y | -15.5% | -100.0% | +84.5% | -17.6% |
| All | +30.9% | -100.0% | +130.9% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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