+128.9%
DPZ vs OVV
+51.1%
+77.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.1% | +0.4% |
| 7D | +9.5% | -14.9% | +24.4% | +10.1% |
| 30D | +12.8% | -0.9% | +13.7% | +12.8% |
| 3M | -6.2% | +5.6% | -11.8% | -6.6% |
| 6M | +4.3% | -2.5% | +6.7% | +4.2% |
| YTD | -16.6% | +57.8% | -74.4% | -18.5% |
| 1Y | -12.8% | +70.1% | -82.9% | -15.1% |
| 3Y | -0.8% | +35.1% | -36.0% | -3.1% |
| 5Y | -25.8% | +86.1% | -111.9% | -28.6% |
| All | +128.9% | +51.1% | +77.8% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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