+6,010.3%
ORLY vs DPZ
+5,326.0%
+684.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.8% |
| 7D | -2.3% | -1.5% | -0.9% | -2.0% |
| 30D | -8.2% | -4.4% | -3.7% | -7.1% |
| 3M | -3.5% | +7.6% | -11.2% | -5.7% |
| 6M | -9.2% | -16.9% | +7.7% | -5.1% |
| YTD | -5.8% | -18.6% | +12.8% | -1.2% |
| 1Y | -19.3% | -26.7% | +7.4% | -13.0% |
| 3Y | +34.4% | -9.3% | +43.7% | +34.2% |
| 5Y | +117.8% | -31.0% | +148.9% | +129.6% |
| 10Y | +356.9% | +152.4% | +204.6% | +220.5% |
| All | +6,010.3% | +5,326.0% | +684.2% | +1,659.8% |
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