-51.5%
ZTS vs OWL
+22.7%
-74.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.3% | +0.1% |
| 7D | -4.5% | -11.9% | +7.4% | -2.3% |
| 30D | -3.3% | -13.7% | +10.4% | -0.8% |
| 3M | -9.7% | +12.3% | -22.0% | -12.0% |
| 6M | -38.8% | +15.0% | -53.9% | -40.8% |
| YTD | -41.2% | -25.7% | -15.5% | -38.7% |
| 1Y | -50.3% | -39.5% | -10.8% | -46.5% |
| 3Y | -59.1% | +0.9% | -60.1% | -61.8% |
| 5Y | -62.8% | -16.5% | -46.2% | -66.0% |
| All | -51.5% | +22.7% | -74.1% | -56.8% |
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 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