+275.4%
ORCL vs DPZ
+134.3%
+141.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | +10.4% | -2.5% | +12.8% | +10.8% |
| 30D | -11.2% | +12.5% | -23.8% | -13.1% |
| 3M | -16.8% | -5.2% | -11.6% | -16.3% |
| 6M | -31.5% | +8.8% | -40.2% | -33.0% |
| YTD | -33.9% | -18.7% | -15.3% | -31.9% |
| 1Y | -43.3% | -15.7% | -27.6% | -42.1% |
| 3Y | +16.5% | -7.5% | +24.0% | +15.4% |
| 5Y | +45.4% | -30.1% | +75.5% | +49.2% |
| All | +275.4% | +134.3% | +141.2% | +224.9% |
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