+34.6%
OWL vs DPZ
-9.3%
+44.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -1.8% |
| 7D | -6.4% | -7.3% | +0.9% | -4.0% |
| 30D | -5.0% | -7.6% | +2.6% | -2.5% |
| 3M | +15.4% | +1.8% | +13.6% | +14.3% |
| 6M | +15.5% | -21.8% | +37.3% | +24.4% |
| YTD | -22.7% | -22.0% | -0.7% | -16.8% |
| 1Y | -34.1% | -28.6% | -5.4% | -27.1% |
| 3Y | +5.1% | -13.1% | +18.2% | +6.8% |
| 5Y | -11.5% | -33.2% | +21.7% | -7.8% |
| All | +34.6% | -9.3% | +44.0% | +37.5% |
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