-31.0%
DPZ vs OSCR
+95.2%
-126.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.0% | -1.8% |
| 7D | -1.5% | +10.7% | -12.1% | -2.0% |
| 30D | -4.4% | +18.3% | -22.7% | -5.3% |
| 3M | +7.6% | +20.5% | -12.9% | +6.4% |
| 6M | -16.9% | +138.5% | -155.5% | -21.0% |
| YTD | -18.6% | +129.7% | -148.3% | -22.6% |
| 1Y | -26.7% | +62.8% | -89.4% | -29.3% |
| 3Y | -9.3% | +411.8% | -421.1% | -21.6% |
| 5Y | -31.0% | +99.9% | -131.0% | -44.4% |
| All | -31.0% | +95.2% | -126.2% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling