-4.5%
OWL vs DPZ
-30.2%
+25.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.9% |
| 7D | -3.9% | -1.5% | -2.5% | -3.4% |
| 30D | -3.7% | -4.4% | +0.8% | -2.1% |
| 3M | +21.4% | +7.6% | +13.8% | +17.7% |
| 6M | +18.3% | -16.9% | +35.3% | +25.7% |
| YTD | -20.1% | -18.6% | -1.5% | -14.7% |
| 1Y | -32.8% | -26.7% | -6.1% | -25.5% |
| 3Y | +8.6% | -9.3% | +17.9% | +7.9% |
| 5Y | -4.5% | -31.0% | +26.6% | +2.4% |
| All | -4.5% | -30.2% | +25.7% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling