-16.5%
OWL vs ZCMD
-100.0%
+83.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -4.0% |
| 7D | -11.9% | -2.0% | -9.9% | -11.9% |
| 30D | -13.7% | -19.8% | +6.1% | -13.7% |
| 3M | +12.3% | -62.1% | +74.3% | +11.7% |
| 6M | +15.0% | -99.5% | +114.5% | +13.5% |
| YTD | -25.7% | -99.7% | +74.0% | -26.8% |
| 1Y | -39.5% | -99.9% | +60.4% | -40.7% |
| 3Y | +0.9% | -100.0% | +100.9% | -3.7% |
| 5Y | -16.5% | -100.0% | +83.5% | -20.4% |
| All | -16.5% | -100.0% | +83.5% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling