-11.1%
ONON vs DPZ
-29.5%
+18.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.4% | -6.1% | -5.3% |
| 7D | -11.9% | -2.5% | -9.4% | -11.0% |
| 30D | -6.8% | +12.5% | -19.4% | -11.2% |
| 3M | +6.6% | -5.2% | +11.9% | +8.6% |
| 6M | -2.2% | +8.8% | -11.0% | -6.6% |
| YTD | -28.9% | -18.7% | -10.2% | -23.7% |
| 1Y | -20.3% | -15.7% | -4.6% | -16.0% |
| 3Y | +22.9% | -7.5% | +30.4% | +15.3% |
| 5Y | -11.1% | -30.1% | +19.0% | +3.2% |
| All | -11.1% | -29.5% | +18.4% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling