+29.4%
OWL vs DPZ
-6.3%
+35.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | +1.1% | +2.2% | -1.1% | +0.3% |
| 30D | +10.0% | +6.7% | +3.3% | +7.6% |
| 3M | -8.7% | -4.5% | -4.1% | -7.4% |
| 6M | +3.1% | +3.3% | -0.2% | +1.6% |
| YTD | -25.6% | -19.4% | -6.2% | -21.0% |
| 1Y | -25.5% | -17.3% | -8.2% | -21.7% |
| 3Y | -9.4% | -8.4% | -1.0% | -9.4% |
| 5Y | -18.2% | -28.2% | +10.1% | -15.9% |
| All | +29.4% | -6.3% | +35.8% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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