-39.2%
OWL vs ZCMD
-99.9%
+60.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.1% | +8.3% | +1.3% |
| 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% | +9.2% |
| 6M | +22.1% | -99.5% | +121.7% | +23.7% |
| YTD | -24.8% | -99.8% | +75.0% | -21.8% |
| 1Y | -39.2% | -99.9% | +60.7% | -37.2% |
| All | -39.2% | -99.9% | +60.7% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling