+8.9%
DPZ vs OSCR
-14.9%
+23.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.6% | +5.5% | -1.8% |
| 7D | +6.6% | +0.9% | +5.6% | +6.5% |
| 30D | +10.3% | -6.9% | +17.2% | +10.6% |
| 3M | -6.2% | +15.5% | -21.6% | -6.9% |
| 6M | +4.2% | +54.5% | -50.2% | +1.6% |
| YTD | -18.4% | +113.3% | -131.7% | -22.0% |
| 1Y | -14.9% | +85.1% | -100.0% | -18.4% |
| 3Y | -4.6% | +436.8% | -441.4% | -17.4% |
| 5Y | -27.4% | +80.3% | -107.7% | -38.0% |
| All | +8.9% | -14.9% | +23.8% | +0.7% |
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