+30.9%
OWL vs ZM
-75.4%
+106.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -10.1% | -5.7% | -4.4% | -8.5% |
| 30D | -11.9% | -9.1% | -2.8% | -9.4% |
| 3M | +10.7% | +3.5% | +7.2% | +9.1% |
| 6M | +22.1% | +25.7% | -3.5% | +12.5% |
| YTD | -24.8% | +10.8% | -35.6% | -28.4% |
| 1Y | -39.2% | +12.8% | -52.0% | -42.6% |
| 3Y | +1.7% | +33.1% | -31.4% | -10.2% |
| 5Y | -15.5% | -68.3% | +52.8% | -16.8% |
| All | +30.9% | -75.4% | +106.3% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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