+202.6%
AON vs DPZ
+145.4%
+57.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | -5.9% | -8.6% | +2.7% | -4.4% |
| 30D | -13.7% | -11.2% | -2.5% | -11.8% |
| 3M | -8.3% | +1.4% | -9.7% | -8.5% |
| 6M | -3.6% | -19.9% | +16.2% | -0.3% |
| YTD | -12.4% | -23.0% | +10.7% | -8.9% |
| 1Y | -14.6% | -28.2% | +13.6% | -10.3% |
| 3Y | -5.7% | -14.2% | +8.5% | -4.6% |
| 5Y | +9.1% | -33.4% | +42.5% | +12.6% |
| All | +202.6% | +145.4% | +57.2% | +155.2% |
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