+118.0%
ORLY vs DPZ
-34.0%
+152.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +1.2% |
| 7D | -1.0% | -7.3% | +6.3% | +0.8% |
| 30D | -6.7% | -7.6% | +0.9% | -4.9% |
| 3M | -3.8% | +1.8% | -5.6% | -4.5% |
| 6M | -9.0% | -21.8% | +12.8% | -4.2% |
| YTD | -5.6% | -22.0% | +16.4% | -0.7% |
| 1Y | -19.5% | -28.6% | +9.1% | -13.6% |
| 3Y | +34.7% | -13.1% | +47.8% | +35.1% |
| 5Y | +118.0% | -33.2% | +151.3% | +147.6% |
| All | +118.0% | -34.0% | +152.0% | +147.6% |
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