+361.6%
OMC vs DPZ
+5,248.7%
-4,887.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +1.6% | -3.5% | +5.1% | +2.4% |
| 30D | +15.3% | +5.7% | +9.6% | +13.8% |
| 3M | +4.5% | -7.5% | +11.9% | +6.2% |
| 6M | +20.8% | +6.2% | +14.6% | +18.7% |
| YTD | +13.5% | -19.8% | +33.3% | +18.7% |
| 1Y | +25.2% | -18.0% | +43.2% | +30.2% |
| 3Y | +30.5% | -8.8% | +39.3% | +30.7% |
| 5Y | +52.7% | -30.2% | +82.9% | +59.7% |
| 10Y | +55.2% | +132.0% | -76.8% | +12.9% |
| All | +361.6% | +5,248.7% | -4,887.1% | +28.9% |
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