-21.7%
ONON vs DPZ
-34.2%
+12.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.8% |
| 7D | -2.1% | -8.6% | +6.6% | +1.5% |
| 30D | -11.6% | -11.9% | +0.3% | -7.2% |
| 3M | -30.1% | +0.4% | -30.5% | -30.8% |
| 6M | -30.5% | -19.9% | -10.6% | -24.8% |
| YTD | -41.0% | -24.4% | -16.6% | -34.9% |
| 1Y | -36.7% | -30.4% | -6.3% | -27.7% |
| 3Y | -8.6% | -17.4% | +8.8% | -9.3% |
| All | -21.7% | -34.2% | +12.5% | +0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling