+6,458.5%
ORLY vs DPZ
+5,462.3%
+996.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.9% | 0.0% |
| 7D | +2.6% | +2.2% | +0.3% | +1.9% |
| 30D | +6.3% | +15.5% | -9.1% | +2.3% |
| 3M | -0.4% | -2.0% | +1.6% | -0.1% |
| 6M | +2.8% | +12.1% | -9.4% | -0.7% |
| YTD | +1.1% | -16.6% | +17.7% | +5.2% |
| 1Y | -6.3% | -14.6% | +8.3% | -3.1% |
| 3Y | +38.9% | -4.1% | +43.0% | +36.6% |
| 5Y | +113.1% | -28.3% | +141.4% | +122.3% |
| 10Y | +426.2% | +141.3% | +285.0% | +273.9% |
| All | +6,458.5% | +5,462.3% | +996.2% | +1,774.0% |
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