+91.4%
ORCL vs DPZ
-28.9%
+120.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.4% |
| 7D | +5.3% | -2.5% | +7.8% | +5.7% |
| 30D | +10.0% | -7.0% | +16.9% | +11.2% |
| 3M | -32.6% | +11.6% | -44.2% | -34.2% |
| 6M | +4.9% | -15.2% | +20.1% | +8.1% |
| YTD | -17.8% | -17.2% | -0.5% | -14.9% |
| 1Y | -28.0% | -24.8% | -3.1% | -24.0% |
| 3Y | +36.0% | -8.7% | +44.7% | +34.9% |
| All | +91.4% | -28.9% | +120.3% | +107.7% |
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