+32.3%
OMC vs DPZ
+143.2%
-110.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | -2.8% |
| 7D | -4.2% | -7.3% | +3.0% | -3.0% |
| 30D | -7.5% | -7.6% | +0.1% | -6.3% |
| 3M | +4.6% | +1.8% | +2.8% | +4.2% |
| 6M | -4.8% | -21.8% | +17.0% | -1.4% |
| YTD | -1.0% | -22.0% | +21.0% | +2.5% |
| 1Y | +3.8% | -28.6% | +32.5% | +8.9% |
| 3Y | +10.2% | -13.1% | +23.3% | +11.8% |
| 5Y | +29.7% | -33.2% | +62.9% | +33.0% |
| 10Y | +32.3% | +147.0% | -114.7% | +16.3% |
| All | +32.3% | +143.2% | -110.9% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling