+2,019.1%
ON vs DPZ
+5,417.8%
-3,398.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.7% |
| 7D | +2.4% | -2.5% | +5.0% | +3.4% |
| 30D | -3.3% | -7.0% | +3.7% | -0.9% |
| 3M | -43.6% | +11.6% | -55.2% | -47.3% |
| 6M | +19.0% | -15.2% | +34.1% | +23.3% |
| YTD | +37.4% | -17.2% | +54.6% | +43.1% |
| 1Y | +54.8% | -24.8% | +79.6% | +67.5% |
| 3Y | -25.2% | -8.7% | -16.5% | -26.5% |
| 5Y | +62.7% | -28.9% | +91.6% | +75.0% |
| 10Y | +574.3% | +153.6% | +420.7% | +298.4% |
| All | +2,019.1% | +5,417.8% | -3,398.7% | +86.5% |
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