+561.8%
ON vs DPZ
+150.4%
+411.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.8% | -3.9% |
| 7D | -2.2% | -1.5% | -0.7% | -1.7% |
| 30D | -12.4% | -4.4% | -8.0% | -11.3% |
| 3M | -41.2% | +7.6% | -48.8% | -43.9% |
| 6M | +25.0% | -16.9% | +41.9% | +31.2% |
| YTD | +31.3% | -18.6% | +49.9% | +38.2% |
| 1Y | +45.4% | -26.7% | +72.1% | +59.6% |
| 3Y | -27.4% | -9.3% | -18.1% | -28.1% |
| 5Y | +58.5% | -31.0% | +89.5% | +70.3% |
| 10Y | +561.8% | +152.4% | +409.5% | +355.4% |
| All | +561.8% | +150.4% | +411.4% | +355.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling