+30.9%
OWL vs ZS
-9.8%
+40.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -10.1% | -3.1% | -7.0% | -9.3% |
| 30D | -11.9% | -7.2% | -4.7% | -10.2% |
| 3M | +10.7% | +30.5% | -19.7% | +2.3% |
| 6M | +22.1% | +7.0% | +15.2% | +14.7% |
| YTD | -24.8% | -26.8% | +2.0% | -21.4% |
| 1Y | -39.2% | -42.6% | +3.4% | -32.2% |
| 3Y | +1.7% | -0.3% | +2.1% | -6.0% |
| 5Y | -15.5% | -39.2% | +23.7% | -20.1% |
| All | +30.9% | -9.8% | +40.7% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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