-21.6%
OWL vs ZS
-45.5%
+23.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.5% | -2.6% | +4.2% | +2.3% |
| 30D | +13.4% | -12.8% | +26.3% | +17.2% |
| 3M | -21.2% | +2.3% | -23.5% | -23.1% |
| 6M | +4.0% | +26.3% | -22.3% | -7.9% |
| YTD | -29.0% | -14.4% | -14.6% | -29.9% |
| 1Y | -28.4% | -37.6% | +9.2% | -22.4% |
| 3Y | -14.5% | +8.0% | -22.6% | -24.5% |
| All | -21.6% | -45.5% | +23.9% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling