-59.0%
ZTS vs OWL
+3.8%
-62.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.1% |
| 7D | -3.8% | -6.4% | +2.6% | -2.9% |
| 30D | -2.0% | -5.0% | +3.0% | -1.4% |
| 3M | -10.2% | +15.4% | -25.6% | -12.2% |
| 6M | -39.4% | +15.5% | -54.9% | -40.9% |
| YTD | -40.8% | -22.7% | -18.2% | -39.5% |
| 1Y | -50.1% | -34.1% | -16.1% | -48.2% |
| All | -59.0% | +3.8% | -62.7% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling