-23.3%
ONON vs DPZ
-32.1%
+8.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | +0.1% |
| 7D | -3.5% | -7.3% | +3.8% | -0.5% |
| 30D | -30.8% | -7.6% | -23.2% | -28.9% |
| 3M | -29.8% | +1.8% | -31.6% | -30.9% |
| 6M | -34.8% | -21.8% | -13.0% | -28.7% |
| YTD | -42.3% | -22.0% | -20.2% | -37.0% |
| 1Y | -39.5% | -28.6% | -10.9% | -31.6% |
| 3Y | -9.3% | -13.1% | +3.8% | -12.1% |
| All | -23.3% | -32.1% | +8.8% | -3.0% |
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