+23.6%
OWL vs DPZ
-3.0%
+26.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.9% |
| 7D | +1.5% | +2.2% | -0.7% | +0.7% |
| 30D | +13.4% | +15.5% | -2.1% | +8.0% |
| 3M | -21.2% | -2.0% | -19.2% | -20.9% |
| 6M | +4.0% | +12.1% | -8.1% | -0.4% |
| YTD | -29.0% | -16.6% | -12.4% | -25.4% |
| 1Y | -28.4% | -14.6% | -13.8% | -25.6% |
| 3Y | -14.5% | -4.1% | -10.4% | -15.8% |
| 5Y | -21.5% | -28.3% | +6.8% | -20.2% |
| All | +23.6% | -3.0% | +26.6% | +23.2% |
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