-25.1%
ON vs DPZ
-9.3%
-15.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | +2.4% | -2.5% | +5.0% | +2.9% |
| 30D | -3.3% | -7.0% | +3.7% | -2.1% |
| 3M | -43.6% | +11.6% | -55.2% | -45.7% |
| 6M | +19.0% | -15.2% | +34.1% | +26.8% |
| YTD | +37.4% | -17.2% | +54.6% | +47.4% |
| 1Y | +54.8% | -24.8% | +79.6% | +73.6% |
| All | -25.1% | -9.3% | -15.8% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling