+1,490.7%
AON vs DPZ
+5,462.3%
-3,971.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.1% | +1.0% |
| 7D | +1.0% | +2.2% | -1.2% | +0.6% |
| 30D | +23.2% | +15.5% | +7.7% | +20.0% |
| 3M | -5.0% | -2.0% | -3.0% | -4.7% |
| 6M | +9.3% | +12.1% | -2.8% | +7.0% |
| YTD | -3.4% | -16.6% | +13.2% | -0.7% |
| 1Y | -2.9% | -14.6% | +11.7% | -0.6% |
| 3Y | +3.6% | -4.1% | +7.8% | +2.8% |
| 5Y | +16.9% | -28.3% | +45.2% | +20.3% |
| 10Y | +234.4% | +141.3% | +93.1% | +168.0% |
| All | +1,490.7% | +5,462.3% | -3,971.6% | +599.3% |
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