+10.4%
DPZ vs OSCR
-10.4%
+20.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.5% | +5.8% | -8.4% | -2.8% |
| 30D | -7.0% | +7.1% | -14.1% | -7.3% |
| 3M | +11.6% | +36.7% | -25.1% | +9.6% |
| 6M | -15.2% | +114.3% | -129.5% | -18.8% |
| YTD | -17.2% | +124.4% | -141.7% | -21.1% |
| 1Y | -24.8% | +75.5% | -100.3% | -27.8% |
| 3Y | -8.7% | +390.1% | -398.8% | -20.4% |
| 5Y | -28.9% | +77.1% | -106.0% | -39.2% |
| All | +10.4% | -10.4% | +20.9% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling