+129.4%
ZETA vs OWL
+3.3%
+126.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | +0.7% |
| 7D | +26.5% | +0.8% | +25.6% | +26.0% |
| 30D | +10.3% | +7.3% | +2.9% | +6.5% |
| 3M | +30.5% | -16.8% | +47.4% | +43.8% |
| 6M | +129.4% | +4.0% | +125.3% | +130.9% |
| All | +129.4% | +3.3% | +126.1% | +130.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling