+53.4%
OMC vs DPZ
-28.0%
+81.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +5.4% | +3.7% | +1.7% | +4.4% |
| 30D | +15.7% | +8.0% | +7.7% | +13.4% |
| 3M | +4.9% | -4.2% | +9.1% | +5.8% |
| 6M | +17.3% | +4.6% | +12.7% | +15.5% |
| YTD | +13.0% | -18.4% | +31.4% | +18.0% |
| 1Y | +24.1% | -16.8% | +40.9% | +28.8% |
| 3Y | +31.2% | -5.0% | +36.2% | +30.2% |
| 5Y | +53.4% | -27.8% | +81.2% | +52.9% |
| All | +53.4% | -28.0% | +81.4% | +52.9% |
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