+427.5%
ORLY vs DPZ
+140.2%
+287.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.9% | +0.1% |
| 7D | +2.6% | +2.2% | +0.3% | +2.0% |
| 30D | +6.3% | +15.5% | -9.1% | +2.7% |
| 3M | -0.4% | -2.0% | +1.6% | -0.1% |
| 6M | +2.8% | +12.1% | -9.4% | -0.3% |
| YTD | +1.1% | -16.6% | +17.7% | +4.6% |
| 1Y | -6.3% | -14.6% | +8.3% | -3.5% |
| 3Y | +38.9% | -4.1% | +43.0% | +36.7% |
| 5Y | +113.1% | -28.3% | +141.4% | +121.1% |
| All | +427.5% | +140.2% | +287.3% | +293.2% |
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