+324.7%
OMC vs DPZ
+5,417.8%
-5,093.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.1% |
| 7D | -6.4% | -2.5% | -3.9% | -5.9% |
| 30D | +1.1% | -7.0% | +8.1% | +2.7% |
| 3M | +10.4% | +11.6% | -1.2% | +7.3% |
| 6M | -1.7% | -15.2% | +13.5% | +1.6% |
| YTD | +4.4% | -17.2% | +21.7% | +8.5% |
| 1Y | +8.4% | -24.8% | +33.3% | +15.1% |
| 3Y | +14.4% | -8.7% | +23.1% | +14.5% |
| 5Y | +33.9% | -28.9% | +62.8% | +39.2% |
| 10Y | +34.9% | +153.6% | -118.8% | -4.2% |
| All | +324.7% | +5,417.8% | -5,093.0% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling