-43.8%
ZTS vs OWL
+17.3%
-61.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.6% | +1.5% | +4.0% | +5.2% |
| 30D | +12.1% | +13.4% | -1.4% | +9.6% |
| 3M | +11.3% | -21.2% | +32.5% | +15.9% |
| 6M | +14.3% | +4.0% | +10.3% | +12.8% |
| YTD | -31.9% | -29.0% | -2.9% | -28.5% |
| 1Y | -29.3% | -28.4% | -0.8% | -26.0% |
| 3Y | -48.0% | -14.5% | -33.5% | -49.6% |
| 5Y | -58.9% | -21.5% | -37.4% | -62.1% |
| All | -43.8% | +17.3% | -61.1% | -49.5% |
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