+34.5%
ORCL vs DPZ
-28.2%
+62.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -6.5% | +2.2% | -8.7% | -6.9% |
| 30D | -16.6% | +6.7% | -23.3% | -17.6% |
| 3M | -21.6% | -4.5% | -17.1% | -21.2% |
| 6M | -39.4% | +3.3% | -42.7% | -40.1% |
| YTD | -38.7% | -19.4% | -19.2% | -36.3% |
| 1Y | -50.4% | -17.3% | -33.1% | -48.9% |
| 3Y | +8.1% | -8.4% | +16.5% | +6.7% |
| 5Y | +34.5% | -28.2% | +62.7% | +35.7% |
| All | +34.5% | -28.2% | +62.8% | +35.7% |
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