+349.3%
ZETA vs OWL
-6.9%
+356.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | +0.8% |
| 7D | -0.1% | -6.4% | +6.3% | +4.1% |
| 30D | +10.5% | -5.0% | +15.5% | +13.9% |
| 3M | +44.3% | +15.4% | +28.9% | +31.0% |
| 6M | +59.4% | +15.5% | +44.0% | +42.9% |
| YTD | +49.5% | -22.7% | +72.2% | +72.3% |
| 1Y | +62.7% | -34.1% | +96.7% | +105.5% |
| 3Y | +274.6% | +5.1% | +269.6% | +234.8% |
| 5Y | +349.3% | -11.5% | +360.8% | +336.8% |
| All | +349.3% | -6.9% | +356.2% | +336.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling