+43.4%
ON vs DPZ
-17.6%
+61.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +0.2% |
| 7D | -4.1% | +2.2% | -6.3% | -3.2% |
| 30D | -10.2% | +6.7% | -16.9% | -7.6% |
| 3M | -12.7% | -4.5% | -8.2% | -14.0% |
| 6M | -32.5% | +3.3% | -35.8% | -28.3% |
| YTD | +28.6% | -19.4% | +48.0% | +40.3% |
| 1Y | +43.4% | -17.3% | +60.7% | +51.6% |
| All | +43.4% | -17.6% | +61.0% | +51.6% |
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