+50.2%
OMC vs DPZ
+140.2%
-90.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.9% |
| 7D | +1.9% | +2.2% | -0.4% | +1.5% |
| 30D | +12.2% | +15.5% | -3.3% | +9.5% |
| 3M | +0.6% | -2.0% | +2.6% | +0.8% |
| 6M | +21.0% | +12.1% | +8.9% | +18.5% |
| YTD | +12.4% | -16.6% | +28.9% | +15.1% |
| 1Y | +25.4% | -14.6% | +40.0% | +27.9% |
| 3Y | +29.2% | -4.1% | +33.3% | +29.1% |
| 5Y | +52.6% | -28.3% | +80.9% | +54.7% |
| All | +50.2% | +140.2% | -90.1% | +33.2% |
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