+39.0%
OKE vs DPZ
-29.3%
+68.3%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +0.9% |
| 7D | +1.2% | -8.6% | +9.9% | +1.1% |
| 30D | +4.5% | -11.9% | +16.4% | +4.3% |
| 3M | +9.6% | +0.4% | +9.2% | +9.4% |
| 6M | +15.4% | -19.9% | +35.3% | +14.9% |
| YTD | +36.5% | -24.4% | +60.9% | +36.7% |
| 1Y | +39.0% | -30.4% | +69.4% | +40.7% |
| All | +39.0% | -29.3% | +68.3% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 1y: compounded portfolio wealth divided by compounded DPZ 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…
1y analysis · Full analysis span regression · 6 months rolling