+251.6%
ORCL vs DPZ
+125.0%
+126.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +0.5% | +3.7% | -3.2% | -0.2% |
| 30D | -15.3% | +8.0% | -23.3% | -16.5% |
| 3M | -18.2% | -4.2% | -14.0% | -17.9% |
| 6M | -38.4% | +4.6% | -43.0% | -39.4% |
| YTD | -37.7% | -18.4% | -19.3% | -35.9% |
| 1Y | -49.3% | -16.8% | -32.5% | -48.1% |
| 3Y | +10.6% | -5.0% | +15.7% | +9.1% |
| 5Y | +35.5% | -27.8% | +63.3% | +38.3% |
| 10Y | +251.6% | +121.1% | +130.5% | +204.4% |
| All | +251.6% | +125.0% | +126.6% | +204.4% |
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