-40.1%
ON vs DPZ
+1.2%
-41.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | -1.2% |
| 7D | -11.7% | +6.6% | -18.2% | -7.0% |
| 30D | -23.3% | +10.3% | -33.6% | -16.7% |
| 3M | -19.2% | -6.2% | -13.0% | -25.1% |
| 6M | -40.1% | +4.2% | -44.4% | -32.7% |
| All | -40.1% | +1.2% | -41.4% | -32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling