-22.1%
ONON vs DPZ
-29.2%
+7.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.9% |
| 7D | -1.7% | -1.5% | -0.2% | -1.1% |
| 30D | -27.4% | -4.4% | -22.9% | -26.4% |
| 3M | -26.5% | +7.6% | -34.2% | -29.2% |
| 6M | -34.2% | -16.9% | -17.3% | -29.8% |
| YTD | -41.3% | -18.6% | -22.7% | -37.0% |
| 1Y | -39.7% | -26.7% | -13.0% | -32.4% |
| 3Y | -7.8% | -9.3% | +1.5% | -12.2% |
| All | -22.1% | -29.2% | +7.1% | -3.1% |
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