+47.6%
ON vs DPZ
-14.7%
+62.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.4% | -7.3% | +0.4% |
| 7D | -5.8% | +10.1% | -15.9% | -1.8% |
| 30D | -17.1% | +14.6% | -31.7% | -11.9% |
| 3M | -11.8% | -6.8% | -5.1% | -14.1% |
| 6M | -30.2% | +4.4% | -34.6% | -24.7% |
| YTD | +31.6% | -16.8% | +48.4% | +43.8% |
| 1Y | +47.6% | -14.5% | +62.0% | +59.4% |
| All | +47.6% | -14.7% | +62.2% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling