-13.1%
OWL vs ZM
-67.6%
+54.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -6.4% | +0.3% | -6.7% | -6.5% |
| 30D | -5.0% | -10.3% | +5.3% | -1.3% |
| 3M | +15.4% | -0.7% | +16.1% | +15.0% |
| 6M | +15.5% | +24.8% | -9.3% | +4.5% |
| YTD | -22.7% | +11.5% | -34.1% | -27.6% |
| 1Y | -34.1% | +12.3% | -46.4% | -38.8% |
| 3Y | +5.1% | +33.5% | -28.4% | -10.8% |
| All | -13.1% | -67.6% | +54.5% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling