+1,703.7%
ON vs DPZ
+5,341.2%
-3,637.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +1.3% |
| 7D | -11.7% | +6.6% | -18.2% | -14.0% |
| 30D | -23.3% | +10.3% | -33.6% | -26.5% |
| 3M | -19.2% | -6.2% | -13.0% | -18.0% |
| 6M | -40.1% | +4.2% | -44.4% | -43.2% |
| YTD | +16.9% | -18.4% | +35.3% | +21.7% |
| 1Y | +29.7% | -14.9% | +44.7% | +32.6% |
| 3Y | -4.4% | -4.6% | +0.2% | -8.3% |
| 5Y | +7.1% | -27.4% | +34.5% | +13.6% |
| 10Y | +447.2% | +125.9% | +321.3% | +237.4% |
| All | +1,703.7% | +5,341.2% | -3,637.5% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling