+252.6%
ZETA vs OWL
-5.0%
+257.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.6% |
| 7D | +2.7% | -2.2% | +4.9% | +3.9% |
| 30D | +15.8% | +3.7% | +12.1% | +13.4% |
| 3M | +35.4% | +17.5% | +17.9% | +22.8% |
| 6M | +67.1% | +18.5% | +48.6% | +49.1% |
| YTD | +54.1% | -16.3% | +70.4% | +67.9% |
| 1Y | +67.8% | -29.7% | +97.5% | +100.4% |
| 3Y | +311.4% | +14.2% | +297.3% | +265.9% |
| 5Y | +324.8% | +2.5% | +322.3% | +283.6% |
| All | +252.6% | -5.0% | +257.7% | +227.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling