-49.5%
ZTS vs OWL
+38.2%
-87.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.5% |
| 7D | -2.0% | -2.2% | +0.3% | -1.6% |
| 30D | +1.9% | +3.7% | -1.8% | +1.1% |
| 3M | -4.0% | +17.5% | -21.5% | -7.1% |
| 6M | -39.1% | +18.5% | -57.7% | -41.4% |
| YTD | -38.8% | -16.3% | -22.5% | -37.5% |
| 1Y | -49.6% | -29.7% | -19.8% | -47.2% |
| 3Y | -59.0% | +14.2% | -73.1% | -62.4% |
| 5Y | -61.8% | +2.5% | -64.2% | -65.9% |
| All | -49.5% | +38.2% | -87.7% | -55.9% |
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 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