+33.2%
OMC vs DPZ
-30.2%
+63.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.4% |
| 7D | -5.8% | -1.5% | -4.3% | -5.4% |
| 30D | -4.8% | -4.4% | -0.4% | -3.9% |
| 3M | +9.2% | +7.6% | +1.6% | +7.0% |
| 6M | -2.5% | -16.9% | +14.5% | +1.3% |
| YTD | +2.6% | -18.6% | +21.2% | +7.0% |
| 1Y | +5.9% | -26.7% | +32.6% | +13.0% |
| 3Y | +14.2% | -9.3% | +23.5% | +14.7% |
| 5Y | +33.2% | -31.0% | +64.3% | +38.3% |
| All | +33.2% | -30.2% | +63.4% | +38.3% |
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 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