+30.6%
ORCL vs DPZ
-27.1%
+57.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.1% |
| 7D | -11.2% | +6.6% | -17.7% | -12.1% |
| 30D | -18.8% | +10.3% | -29.1% | -20.3% |
| 3M | -18.8% | -6.2% | -12.6% | -18.1% |
| 6M | -39.7% | +4.2% | -44.0% | -40.6% |
| YTD | -39.6% | -18.4% | -21.2% | -37.4% |
| 1Y | -51.7% | -14.9% | -36.8% | -50.6% |
| 3Y | +10.2% | -4.6% | +14.9% | +7.8% |
| All | +30.6% | -27.1% | +57.7% | +31.6% |
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