+8.6%
DPZ vs OSCR
-11.3%
+19.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | -2.5% | -3.7% | +1.3% | -2.3% |
| 30D | +12.5% | -5.5% | +18.0% | +12.8% |
| 3M | -5.2% | +7.9% | -13.1% | -5.7% |
| 6M | +8.8% | +34.6% | -25.8% | +6.7% |
| YTD | -18.7% | +122.3% | -140.9% | -22.5% |
| 1Y | -15.7% | +111.5% | -127.2% | -19.6% |
| 3Y | -7.5% | +349.2% | -356.7% | -18.8% |
| 5Y | -30.1% | +162.2% | -192.3% | -40.7% |
| All | +8.6% | -11.3% | +19.8% | +0.2% |
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