+45.7%
OWL vs DPZ
-3.8%
+49.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.2% |
| 7D | -2.2% | -2.5% | +0.3% | -1.4% |
| 30D | +3.7% | -7.0% | +10.6% | +6.0% |
| 3M | +17.5% | +11.6% | +5.9% | +12.9% |
| 6M | +18.5% | -15.2% | +33.7% | +24.3% |
| YTD | -16.3% | -17.2% | +0.9% | -11.8% |
| 1Y | -29.7% | -24.8% | -4.9% | -23.6% |
| 3Y | +14.2% | -8.7% | +22.8% | +14.1% |
| 5Y | +2.5% | -28.9% | +31.4% | +4.6% |
| All | +45.7% | -3.8% | +49.5% | +45.8% |
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