+1,415.3%
AON vs DPZ
+5,417.8%
-4,002.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -9.1% | -2.5% | -6.5% | -8.6% |
| 30D | -10.2% | -7.0% | -3.3% | -9.1% |
| 3M | +0.5% | +11.6% | -11.1% | -1.5% |
| 6M | -4.8% | -15.2% | +10.3% | -2.3% |
| YTD | -8.0% | -17.2% | +9.3% | -5.3% |
| 1Y | -13.1% | -24.8% | +11.8% | -9.1% |
| 3Y | -1.3% | -8.7% | +7.4% | -1.3% |
| 5Y | +14.9% | -28.9% | +43.8% | +18.4% |
| 10Y | +214.9% | +153.6% | +61.3% | +149.9% |
| All | +1,415.3% | +5,417.8% | -4,002.5% | +567.1% |
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