+2,901.5%
OKE vs DPZ
+5,100.4%
-2,198.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.4% | -0.8% |
| 7D | -0.2% | -7.3% | +7.1% | +1.5% |
| 30D | +6.1% | -7.6% | +13.7% | +7.8% |
| 3M | +10.4% | +1.8% | +8.6% | +9.4% |
| 6M | +14.2% | -21.8% | +36.0% | +19.7% |
| YTD | +35.3% | -22.0% | +57.3% | +41.7% |
| 1Y | +40.6% | -28.6% | +69.2% | +50.1% |
| 3Y | +72.2% | -13.1% | +85.3% | +72.8% |
| 5Y | +139.6% | -33.2% | +172.8% | +151.1% |
| 10Y | +259.1% | +147.0% | +112.1% | +155.9% |
| All | +2,901.5% | +5,100.4% | -2,198.8% | +738.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling