+45.7%
OWL vs ZM
-73.9%
+119.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.0% | -1.8% |
| 7D | -2.2% | +2.9% | -5.2% | -3.1% |
| 30D | +3.7% | +0.7% | +3.0% | +3.3% |
| 3M | +17.5% | -3.7% | +21.2% | +18.3% |
| 6M | +18.5% | +29.9% | -11.3% | +8.1% |
| YTD | -16.3% | +17.4% | -33.8% | -21.8% |
| 1Y | -29.7% | +22.4% | -52.1% | -35.4% |
| 3Y | +14.2% | +41.3% | -27.1% | -1.1% |
| 5Y | +2.5% | -66.0% | +68.5% | -0.9% |
| All | +45.7% | -73.9% | +119.6% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling