-48.7%
OWL vs ZYBT
-57.8%
+9.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.2% | -4.0% |
| 7D | -11.9% | -2.5% | -9.5% | -11.9% |
| 30D | -13.7% | -1.2% | -12.5% | -13.7% |
| 3M | +12.3% | +76.7% | -64.4% | +13.2% |
| 6M | +15.0% | +103.6% | -88.6% | +13.8% |
| YTD | -25.7% | +38.3% | -64.0% | -25.5% |
| 1Y | -39.5% | -84.7% | +45.2% | -34.6% |
| All | -48.7% | -57.8% | +9.1% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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