+8.9%
DPZ vs OSCR
-10.7%
+19.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.3% |
| 7D | +3.7% | +3.7% | 0.0% | +3.5% |
| 30D | +8.0% | -3.7% | +11.7% | +8.2% |
| 3M | -4.2% | +15.2% | -19.4% | -4.9% |
| 6M | +4.6% | +50.8% | -46.2% | +2.0% |
| YTD | -18.4% | +123.7% | -142.1% | -22.3% |
| 1Y | -16.8% | +81.4% | -98.1% | -20.1% |
| 3Y | -5.0% | +376.1% | -381.2% | -17.0% |
| 5Y | -27.8% | +97.7% | -125.5% | -38.6% |
| All | +8.9% | -10.7% | +19.6% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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