+98.0%
ZETA vs OWL
-29.0%
+127.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +18.1% | +1.5% | +16.6% | +17.1% |
| 30D | +13.6% | +13.4% | +0.1% | +5.3% |
| 3M | +23.7% | -21.2% | +45.0% | +40.9% |
| 6M | +128.5% | +4.0% | +124.5% | +121.6% |
| YTD | +80.1% | -29.0% | +109.1% | +122.3% |
| 1Y | +98.0% | -28.4% | +126.4% | +140.1% |
| All | +98.0% | -29.0% | +127.0% | +140.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling