+1,223.4%
ORCL vs DPZ
+5,460.8%
-4,237.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.2% | -7.0% |
| 7D | -17.5% | +9.5% | -27.0% | -19.3% |
| 30D | -20.2% | +12.8% | -33.0% | -22.7% |
| 3M | -19.9% | -6.2% | -13.7% | -19.2% |
| 6M | -37.4% | +4.3% | -41.7% | -38.8% |
| YTD | -40.1% | -16.6% | -23.5% | -38.4% |
| 1Y | -53.4% | -12.8% | -40.5% | -52.7% |
| 3Y | +10.4% | -0.8% | +11.2% | +6.9% |
| 5Y | +29.8% | -25.8% | +55.6% | +32.6% |
| 10Y | +249.2% | +130.9% | +118.3% | +151.4% |
| All | +1,223.4% | +5,460.8% | -4,237.4% | +272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling