+72.7%
OKE vs DPZ
-14.0%
+86.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | 0.0% | -8.6% | +8.5% | +1.1% |
| 30D | +4.6% | -11.2% | +15.8% | +6.1% |
| 3M | +6.9% | +1.4% | +5.5% | +6.3% |
| 6M | +15.8% | -19.9% | +35.6% | +19.1% |
| YTD | +35.2% | -23.0% | +58.2% | +40.0% |
| 1Y | +37.6% | -28.2% | +65.8% | +44.3% |
| All | +72.7% | -14.0% | +86.6% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling