+239.5%
ZETA vs OWL
-14.6%
+254.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.5% | -2.0% |
| 7D | -3.7% | -10.1% | +6.4% | +2.2% |
| 30D | +5.7% | -11.9% | +17.6% | +13.4% |
| 3M | +50.4% | +10.7% | +39.7% | +41.0% |
| 6M | +65.5% | +22.1% | +43.3% | +45.0% |
| YTD | +48.3% | -24.8% | +73.1% | +71.5% |
| 1Y | +45.4% | -39.2% | +84.6% | +88.5% |
| 3Y | +270.8% | +1.7% | +269.0% | +251.9% |
| 5Y | +336.1% | -15.5% | +351.6% | +316.9% |
| All | +239.5% | -14.6% | +254.1% | +234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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