+28.5%
OWL vs DPZ
-5.2%
+33.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | -2.4% | +3.7% | -6.0% | -3.6% |
| 30D | +9.3% | +8.0% | +1.2% | +6.4% |
| 3M | -11.0% | -4.2% | -6.8% | -9.9% |
| 6M | +2.4% | +4.6% | -2.1% | +0.5% |
| YTD | -26.2% | -18.4% | -7.7% | -21.8% |
| 1Y | -27.4% | -16.8% | -10.7% | -23.9% |
| 3Y | -8.7% | -5.0% | -3.7% | -9.8% |
| 5Y | -19.3% | -27.8% | +8.5% | -17.4% |
| All | +28.5% | -5.2% | +33.7% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling