+0.5%
OWL vs ZM
+33.4%
-32.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.7% |
| 7D | -11.9% | -2.7% | -9.2% | -11.1% |
| 30D | -13.7% | -10.0% | -3.7% | -10.8% |
| 3M | +12.3% | +1.6% | +10.7% | +11.2% |
| 6M | +15.0% | +25.0% | -10.0% | +4.9% |
| YTD | -25.7% | +10.6% | -36.4% | -29.7% |
| 1Y | -39.5% | +14.0% | -53.4% | -43.6% |
| All | +0.5% | +33.4% | -32.9% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling