-34.1%
OWL vs DPZ
-29.3%
-4.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -2.1% |
| 7D | -6.4% | -7.3% | +0.9% | -4.5% |
| 30D | -5.0% | -7.6% | +2.6% | -3.0% |
| 3M | +15.4% | +1.8% | +13.6% | +15.1% |
| 6M | +15.5% | -21.8% | +37.3% | +20.4% |
| YTD | -22.7% | -22.0% | -0.7% | -19.5% |
| 1Y | -34.1% | -28.6% | -5.4% | -33.0% |
| All | -34.1% | -29.3% | -4.8% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling