+137.0%
OKE vs DPZ
-34.6%
+171.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.2% |
| 7D | +1.2% | -8.6% | +9.9% | +2.8% |
| 30D | +4.5% | -11.9% | +16.4% | +6.6% |
| 3M | +9.6% | +0.4% | +9.2% | +9.0% |
| 6M | +15.4% | -19.9% | +35.3% | +19.4% |
| YTD | +36.5% | -24.4% | +60.9% | +42.6% |
| 1Y | +39.0% | -30.4% | +69.4% | +47.7% |
| 3Y | +74.3% | -17.4% | +91.7% | +76.5% |
| All | +137.0% | -34.6% | +171.6% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling