+270.3%
ORCL vs DPZ
+140.2%
+130.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.8% |
| 7D | +8.0% | +2.2% | +5.7% | +7.6% |
| 30D | -4.0% | +15.5% | -19.5% | -6.4% |
| 3M | -19.5% | -2.0% | -17.5% | -19.4% |
| 6M | -33.5% | +12.1% | -45.6% | -35.3% |
| YTD | -34.8% | -16.6% | -18.2% | -33.2% |
| 1Y | -41.6% | -14.6% | -27.0% | -40.6% |
| 3Y | +13.8% | -4.1% | +17.9% | +12.0% |
| 5Y | +43.4% | -28.3% | +71.7% | +46.5% |
| All | +270.3% | +140.2% | +130.0% | +219.1% |
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 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