+57.0%
OMC vs DPZ
+116.9%
-59.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +6.8% | +2.2% | +4.7% | +6.4% |
| 30D | +16.2% | +6.7% | +9.5% | +14.9% |
| 3M | +6.0% | -4.5% | +10.6% | +6.7% |
| 6M | +17.7% | +3.3% | +14.4% | +16.8% |
| YTD | +13.5% | -19.4% | +32.9% | +16.9% |
| 1Y | +27.2% | -17.3% | +44.5% | +30.4% |
| 3Y | +30.4% | -8.4% | +38.8% | +31.3% |
| 5Y | +53.5% | -28.2% | +81.7% | +56.0% |
| 10Y | +57.0% | +130.9% | -73.9% | +42.8% |
| All | +57.0% | +116.9% | -59.9% | +42.8% |
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 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