+361.0%
ORLY vs DPZ
+141.0%
+220.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.8% |
| 7D | -2.4% | -8.6% | +6.3% | -0.3% |
| 30D | -6.8% | -11.9% | +5.1% | -4.0% |
| 3M | -4.8% | +0.4% | -5.2% | -5.1% |
| 6M | -9.1% | -19.9% | +10.8% | -4.7% |
| YTD | -5.9% | -24.4% | +18.5% | -0.2% |
| 1Y | -20.4% | -30.4% | +10.0% | -14.1% |
| 3Y | +36.6% | -17.4% | +53.9% | +39.3% |
| 5Y | +117.3% | -34.6% | +151.9% | +130.4% |
| All | +361.0% | +141.0% | +220.0% | +256.5% |
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